st: Interpreting the trace of a matrix in GEE

["Soremekun, Seyi" <S.Soremekun@warwick.ac.uk>]

I'm using the QIC programme in stata v9 to asses the fit of my GEE model
of panel data, and as part of the output I get a value for the trace of
the matrix. 

I'm kind of coming to terms with the basis of covariance/correlation
matrices using xtgee, but I'm still not sure what the trace tells you
apart from the total variance in the left-right diagonal. Does this mean
that the smaller the trace the better the fit? Or have I missed
something fundamental about the statistical theory behind this???

Any help welcome

Seyi

Seyi Soremekun
PhD Student
Biological Sciences Department
University of Warwick CV4 7AL
+44 02476522473


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