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Re: st: meglm


From   Clyde Schechter <clyde.schechter@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: meglm
Date   Thu, 17 Oct 2013 07:59:16 -0700

Alfonso S asks:

"...Can someone tell me if I am specifying the meglm command wrong? If
not, why does it not reproduce the results from xtgee?"

Apart from the fact, already pointed out by Stas Kolenikov, that
-meglm- isn't designed for use with fractional response data, Alfonso
should not, in any case, expect results of -meglm- to reproduce those
from -xtgee-.  The reason is that -xtgee- fits a population-averaged
model, whereas -meglm- fits at the individual-observation level.  With
a linear model the results would be the same (up to minor differences
resulting from different estimation methods and numerical issues).
But for non-linear models like logit and probit, they are
systematically different.

Clyde Schechter
Dept. of Family & Social Medicine
Albert Einstein College of Medicine
Bronx, NY, USA
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