st: RE: fitted values in xtmepoisson and xtpoisson

[Garry Anderson <g.anderson@unimelb.edu.au>]

Dear Dan,

If you use the -,normal- option on the -xtpoisson- model the fitted
values are the same as -xtmepoisson-. That is, the -xtmepoisson- command
assumes that the random effects are normally distributed, whereas the
-xtpoisson- command assumes that they have a gamma distribution. Page
286 of the Stata 11 XT manual refers to -xtmepoisson- and says "Because
this is a simple random-intercept model, you can obtain equivalent
results by using
xtpoisson with the re and normal options."

Cheers, Garry

 

-----Original Message-----
From: owner-statalist@hsphsun2.harvard.edu
[mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Dan MacNulty
Sent: Tuesday, 11 May 2010 9:26 AM
To: statalist@hsphsun2.harvard.edu
Subject: st: fitted values in xtmepoisson and xtpoisson

Dear Statalist,
According to the STATA 10 documentation re:longitudinal/panel data
(p.264) the model specified as:

    xtmepoisson seizures treat lbas lbas_trt lage visit || subject:

...is equivalent to this model:

    xtpoisson seizures treat lbas lbas_trt lage visit, re

Yet, the population-averaged fitted values (i.e., predictions that
include only the fixed portion of the model) appear to differ
substantially between the two models. For the xtmepoisson model, I
generated these with the post-estimation command:

    predict newvar, fixedonly

For the xtpossion model, I generated the population-averaged fitted
values with the post-estimation command:

    predict newvar, nu0

I'd be very grateful if someone could explain why there's an apparent
difference in the population-averaged fitted values between these two
purportedly equivalent models.

thanks,
Dan MacNulty







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