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Re: st: xtgee , corr( fixed ??)


From   Joerg Luedicke <joerg.luedicke@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: xtgee , corr( fixed ??)
Date   Sat, 12 May 2012 19:14:38 -0700

I believe -xtgee- wants to see a full matrix, not just a triangle. For example:

xtgee ln_w grade age c.age#c.age, corr(exchange)
mat c=e(R)
xtgee ln_w grade age c.age#c.age, corr(fixed c)


J.


On Sat, May 12, 2012 at 5:20 AM, Stas Kolenikov <skolenik@gmail.com> wrote:
> 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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