Re: st: xtgee results depend on sort order

[Jeph Herrin <junk@spandrel.net>]

To followup with respect to Nick's comment, I did report the
problem below to Stata technical support, and supplied them with
the dataset, which allowed them to reproduce the problem.

Another time, a dataset produced by S/T had the odd feature
that when I

 . gen byte newvar=1

that -newvar- had values of 1 AND -1.

Jeph


Jeph Herrin wrote:
> I once ran into something like this with a dataset that was
> created with Stat/Transfer; apparently S/T introduced a weird
> anomaly that Stata could not detect. I determined this was the
> problem by transferring the dataset via other means; Stata
> said the two resulting datasets were identical, but the one
> which I created directly with S/T gave results that depended
> on the sort order.
>
> This was however several years ago, Stata 7 or 8 I think.
>
> hth,
> Jeph
>
>
> Jonathan Sterne wrote:
> > We recently encountered a surprising problem in which estimates from 
> > xtgee
> > depend on the sort order of the data: something that we had thought 
> > could not happen in a standard Stata estimation command. Stata 
> > technical support have confirmed this really happens in this dataset, 
> > but were not able to explain why. They recommended using the sortseed 
> > command before performing the analysis, but while that makes results 
> > reproducible it does explain why the problem arises or how to derive 
> > the best estimate. The problem is particularly disconcerting because 
> > nothing in the output suggests there is an estimation problem.
> >
> > We used xtgee with an exchangeable correlation structure. The correlation
> > between successive observations in the same person is negative but 
> > stable even when the estimation results change. Two examples of the 
> > output follow (the output varies every time the command is run). As 
> > you can see exactly the same numbers of people are included in the 
> > analysis, with the same number of observations.
> >
> > Has anyone encountered this problem before and, if so, what the best 
> > method is to overcome it?
> >
> > Thanks
> >
> > Jonathan Sterne
> >
> > A. xtgee cd4_slope ON_ARTs, i(patient) fam(gaussian) link(id) corr(exc)
> >
> > Iteration 1: tolerance = .21893738
> > Iteration 2: tolerance = .00579956
> > Iteration 3: tolerance = .00004564
> > Iteration 4: tolerance = 3.927e-07
> >
> > GEE population-averaged model               Number of obs      = 4927
> > Group variable:                   patient   Number of groups   = 3131
> > Link:                            identity   Obs per group: min = 1
> > Family:                          Gaussian                  avg = 1.6 
> > Correlation:                  exchangeable                 max = 11 
> > Wald chi2(1)       = 57.58
> > Scale parameter:                12012.05    Prob > chi2        = 0.0000
> >
> > ---------------------------------------------------------------------
> > cd4_slope|    Coef.   Std. Err.     z    P>|z|   [95% Conf. Interval]
> > ---------+----------------------------------------------------------- 
> > ON_ARTs  |  20.13073  2.652914    7.59   0.000   14.93111   25.33034
> >  _cons  | -23.04211  2.331146   -9.88   0.000   -27.61107  -18.47315
> > ---------------------------------------------------------------------
> >
> > B. xtgee cd4_slope ON_ARTs, i(patient) fam(gaussian) link(id) corr(exc)
> >
> > Iteration 1: tolerance = .08330006
> > Iteration 2: tolerance = .00242865
> > Iteration 3: tolerance = .0000264
> > Iteration 4: tolerance = 2.804e-07
> >
> > GEE population-averaged model              Number of obs      = 4927
> > Group variable:                  patient   Number of groups   = 3131
> > Link:                           identity   Obs per group: min = 1
> > Family:                         Gaussian                  avg = 1.6
> > Correlation:                exchangeable                  max = 11 
> > Wald chi2(1)       = 44.53
> > Scale parameter:                12005.77   Prob > chi2      = 0.0000
> >
> > -------------------------------------------------------------------
> > cd4_slope|    Coef.  Std. Err.    z    P>|z|    [95% Conf. Interval]
> > ---------+----------------------------------------------------------
> > ON_ARTs | 17.71781  2.655046   6.67   0.000    12.51402   22.92161
> >   _cons |-22.26446  2.335275  -9.53   0.000   -26.84151   -17.6874
> > -------------------------------------------------------------------
> >
> >
> > ----------------------
> >
> > Jonathan Sterne
> >
> > Department of Social Medicine
> > University of Bristol
> > Canynge Hall
> > Whiteladies Road
> > Bristol BS8 2PR
> > UK
> >
> > Tel:    0117 928 7396
> > Fax:    0117 928 7325
> > E-mail: jonathan.sterne@bristol.ac.uk
> > web:    www.epi.bris.ac.uk
> >
> > *
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> > *   http://www.ats.ucla.edu/stat/stata/
> *
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