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st: RE: [correlation structures]


From   "Nick Cox" <[email protected]>
To   <[email protected]>
Subject   st: RE: [correlation structures]
Date   Thu, 30 Oct 2003 18:38:13 -0000

This refers to correlation structures 
in time. For more details, see the documentation
on -xtgee-. 

Nick 
[email protected] 

Clive Nicholas
> 
> Forgive me for being thick, but how many different 'structures of
> correlation' are there? I'm only aware of two: bivarate and 
> canonical!
> 
> 
> >>> (1) I cannot successfully fit an -xtgee- model (ie, 
> xtgee [depvar]
> >>> [varlist], family(binomial) link(probit) i(id) 
> t(waves38)). All I get
> >>> is
> >>> this error message: "estimates diverging (absolute 
> correlation > 1)
> >>> r(430);". Uhh? And how can this be got round?
> >
> > You don't mention what correlation structure you are 
> specifying.  I often
> > have this problem when I specify unstructured correlation 
> - which is the
> > most general.  If this is the case, you may solve your 
> problem by trying a
> > different (appropriate) correlation structure.
> >

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