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Re: st: mepoisson vs meqrpoisson
From 
 
[email protected] (Jeff Pitblado, StataCorp LP) 
To 
 
[email protected] 
Subject 
 
Re: st: mepoisson vs meqrpoisson 
Date 
 
Fri, 16 Aug 2013 11:52:58 -0500 
Phil Clayton <[email protected]> is using both -mepoisson- and
-meqrpoisson- to fit a 3-level mixed effects model and is getting inconsistent
results from -mepoisson-:
> I have been experimenting with the new -mepoisson- and -meqrpoisson-
> commands and have found substantively different results that I can't
> explain.
> 
> ...
> mepoisson inf apd, exp(duration) || hospid: || patient:
> ...
> meqrpoisson inf apd, exp(duration) || hospid: || patient:
> ...
Phil sent us a copy of the data and commands used to reproduce the problem.
We have determined that -mepoisson- is suffering from a likelihood scaling
problem with hospid=53, which contains 527 patients.  Phil can eliminate the
likelihood scaling problem by excluding this group of observations, doing so
will yield consistent results between -mepoisson- and -meqrpoisson-, even
between the two datasets (one being a collapsed version of the other).
In diagnosing the problem, we have found a bug in the code that -mepoisson-
uses to compute the mean-variance adaptive parameters.  We have corrected the
error and will release this fix in a future update to Stata.
With this fix we have verified that -mepoisson- produces the expected results
when compared to -meqrpoisson- for both datasets.
--Jeff
[email protected]
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