David Airey wrote:
Anybody know if the Stata 8 command xtgee handles multiple categorical
dependent variables? I tend to use commands which allow me not to think
about "link functions". Is the logit link a generalized logit link (for
nominal multinomial regression)? I'm thinking of buying the GEE book at
the bookstore, but I can't tell from the TOC whether this is covered.
I've managed to get gllamm to run an appropriate model thanks to a
previous post. I'd like to compare results to a multinomial GEE.
--------------------------------------------------------------------------------
According to Page 103 of J. W. Hardin & J. M. Hilbe, _Generalized Estimating
Equations_, (Boca Raton: Chapman & Hall/CRC, 2003), "The SUDAAN package is the
only one of the four packages used in the text that has support for fitting
this model." The four packages are SAS, S-Plus, Stata and SUDAAN.
Have you considered -mlogit, cluster()- as an alternative? I suspect that it
would be like SUDAAN's GEE with an independent working correlation structure,
and as such ought to give similar results to what you would would get with
SUDAAN, with some reduction in efficiency, the degree depending upon just how
far from reality the independent working correlation is in the particular case.
The authors (James Hardin and Joe Hilbe) illustrate fitting of the model with
SUDAAN using an artificial dataset. It would be interesting to see just how
close results from -mlogit, cluster()- are to what they got from SUDAAN (with
an exchangeable working correlation structure), but that particular dataset
isn't apparently included in the downloadable zip file of datasets used in the
book.
I strongly recommend the book, by the way. It has not only background, but
also practical pointers and methods (for example, diagnostics and residuals,
systematic selection of a working correlation structure, how to do a roll-your-
own [fixed] working correlation structure in Stata) to make it well worthwhile
to anyone contemplating a population-averaged GEE approach.
Joseph Coveney
*
* For searches and help try:
* http://www.stata.com/support/faqs/res/findit.html
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/
