This file is part of IDEAS, which uses RePEc data


[ Papers | Articles | Software | Books | Chapters | Authors | Institutions | JEL Classification | NEP reports | Search | New papers by email | Author registration | Rankings | Volunteers | FAQ | Blog | Help! ]

Implementation of quasi-least squares using xtgee in Stata

Author info | Abstract | Publisher info | Download info | Related research | Statistics
Author Info
Justine Shults () (Department of Biostatistics, University of Pennsylvania)
Abstract

Liang and Zeger's original formulation of generalized estimating equations (GEE) has been widely applied since its introduction in 1986 because it extends the application of generalized linear models to clustered data. In this presentation we discuss a method, quasi-least squares (QLS), that is in the framework of GEE and builds on this popular approach by allowing for consideration of correlation matrices that were previously difficult to apply. In particular, we describe how to QLS in a straight-forward fashion by making use of Stata's xtgee procedure. We then discuss some data analysis examples.

Download Info
To download:

If you experience problems downloading a file, check if you have the proper application to view it first. Information about this may be contained in the File-Format links below. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.

File URL: http://repec.org/nasug2004/Shults_Stata_2004.ppt
File Format: application/x-powerpoint
File Function: presentation slides
Download Restriction: no

Publisher Info
Paper provided by Stata Users Group in its series North American Stata Users' Group Meetings 2004 with number 16.

Download reference. The following formats are available: HTML (with abstract), plain text (with abstract), BibTeX, RIS (EndNote, RefMan, ProCite), ReDIF
Length:
Date of creation: 15 Jul 2004
Date of revision:
Handle: RePEc:boc:asug04:16

Contact details of provider:
Postal: Administration Building, 140 Commonwealth Avenue, Chestnut Hill MA 02467
Phone: 617-552-3670
Fax: 617-552-2308
Email:
Web page: http://www.stata.com/meeting/3nasug
More information through EDIRC

For technical questions regarding this item, or to correct its listing, contact: (Christopher F Baum).

Related research
Keywords:

This paper has been announced in the following NEP Reports:

Statistics
Access and download statistics

Did you know? Springer Verlag was the first commercial publisher to be listed on RePEc.

This page was last updated on 2009-12-15.


This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.