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Re: st: SAS versus Stata, Panel Study Logit models
Richard Williams <[email protected]> asked about exactly
matching the results from other software.
-xtgee- uses the sample size, N, as the divisor in calculating the
working-correlation matrix, as it should. Generalized-estimating-equations
estimators are sometimes implemented with ad-hoc small-sample adjustments
made to the divisors.
I do not know precisely what the other packages are doing, but specifying
the -nmp- option will change the divisor used in estimating the
working-correlation matrix from N to N-p, which is the most popular
small-sample adjustment.
-- David
[email protected]
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