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st: Kenward-Roger method in Stata?
From
"Seed, Paul" <[email protected]>
To
"[email protected]" <[email protected]>
Subject
st: Kenward-Roger method in Stata?
Date
Fri, 4 Jun 2010 10:47:51 +0100
Hi.
SAS's command PROC MIXED has an option " ddfm=KR "
which implements Kenward & Roger (1997),
improving on the asymptotic estimation of
SE, CI significance etc. There is some evidence that
it performs well with missing data and small samples
Has anyone attempted to implement this in Stata, for
either -xtgee- or -xtmixed-? If not, is there any
chance that it is to come any time soon; or do I have to
(re)learn SAS? -findit kenward- and similar turn up nothing.
Kenward & Roger (1997), BIOMETRICS 53, 983-997 "Small Sample Inference for Fixed Effects from Restricted Maximum Likelihood"
BW Paul Seed ([email protected])
King's College London, Division of Reproduction and Endocrinology
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