Re: st: Re: Change in QIC output

["Pamela Phillips" <pphillip@ich.ucl.ac.uk>]

Thanks for your prompt and helpful reply.

Looking back, I think it is likely that I downloaded the previous version
(2006) of -qic- for my analyses in 2008.

Does anyone know of any settings that have changed between the 2006 and
the 2008 versions of -qic-? Is the previous 2006 version still available
anywhere?

With thanks again,
Pamela



> First off, there is (strictly) no -qic- command in Stata. -qic- is a
> user-written program from SSC.
>
> What's changed, presumably, is not -qic-: although your information does
> not absolutely exclude the possibility that you used different versions
> of -qic-, the version of -qic- on SSC is 1.1.9 9 Sept 2008 and is likely
> to be the same.
>
> What's changed is the internal engine that Stata uses for optimisation.
> You may need to tweak the fitting using the optimize options flagged in
> the help.
>
> I guess you should be worried that your QIC values are, or appear to be,
> not well determined, but I can't advise further.
>
> The more-or-less peaceful coexistence of various *IC and of so many
> other single-number figures of model merit reminds me of the old joke
> "The great thing about standards is that there are so many to choose
> from".
>
> Nick
> n.j.cox@durham.ac.uk
>
> Pamela Phillips
>
> In October 2008 I fitted some Poisson generalised linear models using
> generalised estimating equations. I calculated the QIC (quasilikelihood
> information criterion) for each model, using the qic command in STATA.
>
> On revisiting the same datasets and the same code in April 2010, I find
> that the QIC values have changed by a factor of 1.5. The command output
> is
> the same, except for the first line, which has changed from 'Iteration
> 1:
> tolerance = 1.166e-11' to 'Iteration 1: tolerance = 2.528e-12'.
>
> Can anyone tell me what has happened? Have any default settings been
> changed for the qic command? I am using STATA 10.0.
>
>
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