|Stata’s implementation of GEE
|James Hardin, StataCorp
Stata’s command for GEE is xtgee. There are a few differences in Stata’s implementation of GEE from other packages. Below we describe those differences and, where appropriate, explain how to get the same answers as those provided by other packages.
Stata treats the scale parameter, phi, in the same way as GLM. For continuous distributions (Gaussian and gamma), the default is to set the scale parameter to the generalized chi-squared statistic divided by the degrees of freedom. For discrete distributions (binomial and Poisson), the scale parameter is set to one.
The scale parameter is a biproduct of the estimation of the GEE model and is estimated for all possible family-link combinations. For some of these models (such as binomial and Poisson), there is no such scale parameter in theory. For these cases, the scale parameter should be one. To ensure that it is, we multiply the resulting variance matrix by the estimated scale parameter and then set the estimate to one.
If you are trying to obtain results that match other packages, keep in mind that they may not offer this feature. If not, you may obtain the unscaled results from Stata by specifying the scale(phi) option.
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Last updated: 16 November 2022
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