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st: xtgee , corr( fixed ??)
From
Stas Kolenikov <[email protected]>
To
[email protected]
Subject
st: xtgee , corr( fixed ??)
Date
Sat, 12 May 2012 07:20:13 -0500
Folks,
what exactly does the -corr(fixed matrix)- option of -xtgee- consider
a valid matrix? It seems to have its own weird ideas as to what it
will and will not work with:
. drawnorm x1-x9, cov( D ) cst(full)
. xtgee ln_w grade age c.age#c.age, corr(fixed D)
D not a correlation matrix
r(198);
for some matrix D that I have at hand:
mata
A = runiform( 9, 9 )
B = A + A'
C = B + 2*max(B)*I(9)
D = syminv(sqrt(diag(C))) * C * syminv(sqrt(diag(C)))
D = invsym(sqrt(diag(C))) * C * invsym(sqrt(diag(C)))
st_matrix( "D", D )
end
--
---- Stas Kolenikov
-- http://stas.kolenikov.name
---- Senior Survey Statistician, Abt SRBI
-- Opinions stated in this email are mine only, and do not reflect the
position of my employer
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