Bookmark and Share

Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at statalist.org.


[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

st: xtgee , corr( fixed ??)


From   Stas Kolenikov <skolenik@gmail.com>
To   statalist@hsphsun2.harvard.edu
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
*
*   For searches and help try:
*   http://www.stata.com/help.cgi?search
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/


© Copyright 1996–2018 StataCorp LLC   |   Terms of use   |   Privacy   |   Contact us   |   Site index