Re: st: meglm

[Alfonso Sanchez-Penalver <alfonso.statalist@gmail.com>]

Hi Clyde,

Thank you for explaining this. I will look further into the differences between glm and population averaged models.

Best,

Alfonso Sanchez-Penalver

> On Oct 17, 2013, at 10:59 AM, Clyde Schechter <clyde.schechter@gmail.com> wrote:
> 
> 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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