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From |
"Nick Cox" <[email protected]> |

To |
<[email protected]> |

Subject |
st: RE: RE: QIC Program question to assess fit in xtgee |

Date |
Fri, 29 Feb 2008 15:19:46 -0000 |

If this program were tweaked so that mu were instead a temporary variable, then all the subsequent -drop mu- could (and should) be omitted. Other improvements look possible -- for example, why wire in the particular -xtgee- call -- but that's one for now. capture program drop qicm program define qicm args corr quietly { capture quietly xtgee yvar x1 x2 x3 x4 x5 x6 xm [pweight=wt], robust corr(`corr') if (_rc !=0) { exit } matrix V = e(V) matrix T = Ai*V matrix t = trace(T) scalar off = t[1,1] tempvar ql mu quietly predict double `mu', mu quietly generate double `ql' = (yvar*log(`mu'/(1-`mu')) + log(1-`mu')) quietly summarize `ql', meanonly } display in green "QIC = " in yellow 2*(off-r(sum)) end Mustillo, Sarah A I just tried the QIC program and got the same error. I always use the code provided by Hardin and Hilbe in their GEE book. Put in your own Y variable and X variables and run it like a do file: *From Hardin&Hilbe 2002 - Using QIC to determine the best correlation structure for the data. xtgee yvar x1 x2 x3 x4 x5 x6 xm [pweight=wt], robust corr(ind) matrix A= e(V) matrix Ai= syminv(A) capture program drop qicm program define qicm args corr quietly { capture quietly xtgee yvar x1 x2 x3 x4 x5 x6 xm [pweight=wt], robust corr(`corr') if (_rc !=0) { exit } matrix V = e(V) matrix T = Ai*V matrix t = trace(T) scalar off = t[1,1] tempvar ql quietly predict double mu, mu quietly generate double `ql' = (yvar*log(mu/(1-mu)) + log(1-mu)) quietly summarize `ql', meanonly } display in green "QIC = " in yellow 2*(off-r(sum)) end qicm ind drop mu qicm exch drop mu qicm "ar 1" drop mu qicm "ar 2" drop mu qicm unst drop mu qicm "sta 2" * * For searches and help try: * http://www.stata.com/support/faqs/res/findit.html * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

**References**:**st: QIC Program question to assess fit in xtgee***From:*"Lara Nobre Noronha Ferreira" <[email protected]>

**st: RE: QIC Program question to assess fit in xtgee***From:*"Mustillo, Sarah A" <[email protected]>

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