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Re: st: -glm- vs -xtgee,corr(independent)-
Jeph Herrin <[email protected]> asks:
> I'm trying to understand why, contrary to the documentation, these two do not
> give the same results:
>
> . glm rate exposed, family(binomial) link(logit) robust
> . xtgee rate exposed, family(binomial) link(logit) robust /*
> */corr(independent) i(id)
>
> The -glm- converges nicely, the -xtgee- gives an error:
>
> estimates diverging (missing predictions)
> r(430);
>
> One feature is that the dependent variable is a proportion, not 0/1;
For the parameter estimates from -glm- to be equivalent to those from -xtgee-,
the -irls- option needs to be specified with -glm-. This is because, by
default, -glm- uses maximum likelihood optimization to obtain parameter
estimates.
I would like to see Jeph's data to determine why -xtgee- did not converge. I
have emailed him privately and will report any conclusions to the list.
-- Yulia
[email protected]
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