st: Adjustment to likehood value due to dependence of data observations

["Abdul Q Memon" <a.memon@ucl.ac.uk>]

Dear All

I would really appreciate your reply on this.

I have run several models using glm (possion and negative binomial)
command in STATA. Based on the log-likelihood and BIC values I have
selected the most appropriate models (with smallest BIC values). After
this I have run GEE with AR1 structure for only the preferred model to
account for serial correlation in data. I have these two questions.

1. Since my model seclection is based on (log-likelihood and BIC values)
and in this case data is not independent (time series and panel data), is
there a way in stata to adjust the likelihood after running glm command if
the data is not independent.

2. After running gee command still there is some trend in residuals. Do i
need to run robust command to adjust standard errors after gee?? my
understanding is robust command is for corrections to standard error after
OLS.

Many thanks

Memon



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