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st: Re: xtgee - identifying omitted groups
Thanks very much Scott.
That goes a long way to solving my problem.
As it happens, the data has a complex pattern
of missing values:
-> . xtdes , patterns(20)
patid: 1, 2, ..., 2476 n = 192
visit: 1, 2, ..., 4 T = 4
Delta(visit) = 1; (4-1)+1 = 4
(patid*visit does not uniquely identify observations)
Distribution of T_i: min 5% 25% 50% 75% 95% max
2 2 2 3 3 4 4
Freq. Percent Cum. | Pattern
---------------------------+---------
56 29.17 29.17 | 1.11
29 15.10 44.27 | 1.1.
21 10.94 55.21 | 111.
21 10.94 66.15 | 1111
18 9.38 75.52 | 1..1
17 8.85 84.38 | 11..
8 4.17 88.54 | 11.1
7 3.65 92.19 | ..11
4 2.08 94.27 | .1.1
4 2.08 96.35 | .111
2 1.04 97.40 | .11.
2 1.04 98.44 | 1.12
1 0.52 98.96 | ..12
1 0.52 99.48 | 1.21
1 0.52 100.00 | 112.
---------------------------+---------
192 100.00 | XXXX
Going back to my original data set, I can use:
use blood_meas5, clear
gen on_rx = visit > 1 & vitamin == 1
drop if uric_acid == 0 | uric_acid == .
qui xi: xtgee uric_acid i.visit on_rx , robust corr(ar1)
gen sample = e(sample)
keep if sample
keepmode2 patid visit dropped_groups
drop if dropped_groups == 1
xi: xtgee uric_acid i.visit on_rx , robust corr(ar1)
xi: xtreg uric_acid i.visit on_rx , re sa
pause
Date: Wed, 20 Dec 2006 08:25:59 -0600
From: [email protected]
Subject: Re: st: xtgee - identifying omitted groups
There might be a more direct way, but it looks like -xtgee- calls the
subroutine -KeepMode- to identify the groups with unequal spacing.
One can copy this subroutine (with a few modifications) as a separate
program to identify the groups:
program keepmode2
version 9.2
args ivar tvar omitted
tempvar bb
qui {
by `ivar': gen float `bb' = `tvar'-`tvar'[_n-1]
by `ivar': replace `bb' = `bb'[2] if _n==1
qui summ `bb'
cap assert `bb' == r(min) | `bb'>=.
if _rc==0 {
exit
}
tempname mesh
tempvar freq bad
sort `bb'
by `bb': gen `freq'=_N if _n==_N
summ `freq'
summ `bb' if `freq'==r(max)
scalar `mesh' = r(min)
sort `ivar' `tvar'
drop `freq'
by `ivar': gen `bad' = cond(_n==1,0,`bb'!=`mesh')
by `ivar': replace `bad' = cond(_n==_N,sum(`bad')!=0,0)
summ `bad', mean
}
di in gr _n /*
*/ "note: observations not equally spaced" _n /*
*/ _col(8) "modal spacing is delta `tvar' = " `mesh' _n /*
*/ _col(8) r(sum) " groups omitted from estimation"
qui by `ivar': gen `omitted' = `bad'[_N]
if _N==0 {
di in red "no observations"
exit 2000
}
end
. webuse grunfeld,clear
. set seed 111
. drop if uniform()<.05
(8 observations deleted)
. qui xi: xtgee invest i.year, robust corr(ar1)
. keepmode2 com time dropped_groups
note: observations not equally spaced
modal spacing is delta time = 1
5 groups omitted from estimation
. tab com dropped
| dropped_groups
company | 0 1 | Total
- -----------+----------------------+----------
1 | 0 18 | 18
2 | 0 19 | 19
3 | 0 18 | 18
4 | 20 0 | 20
5 | 20 0 | 20
6 | 19 0 | 19
7 | 0 19 | 19
8 | 20 0 | 20
9 | 0 19 | 19
10 | 20 0 | 20
- -----------+----------------------+----------
Total | 99 93 | 192
Scott
- ----- Original Message -----
From: Paul Seed <[email protected]>
Date: Wednesday, December 20, 2006 6:56 am
Subject: st: xtgee - identifying omitted groups
To: [email protected]
> This may be an old question, but I can't see anything in the FAQ
> or
> statalist archives.
>
> If I fit a model such as
> xi: xtgee uric_acid i.visit on_rx if n_uric_acid > 1 &
> uric_acid
> ~= 0, robust corr(ar1)
> I get in the output:
>
> note: observations not equally spaced
> modal spacing is delta visit = 1
> 120 groups omitted from estimation
<snip>
> How do I identify the 120 omitted groups., so that I can compare
> the
> performance of the
> two models on the same data?
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