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QIC: Stata module to compute model selection criterion in GEE analyses

Author

Listed:
  • James Cui

    (WHO Collaborating Centre for Obesity Prevention, Deakin University)

Programming Language

Stata

Abstract

qic calculates the QIC and QIC_u criteria for model selection in GEE, which is an extension of the widely used AIC criterion in ordinary regression (Pan 2001). It allows for specification of all 7 distributions - gaussian, inverse Gaussian, Bernoulli/binomial, Poisson, negative binomial and gamma, all link functions and working correlation structures and all se/robust options, except for the vce option, avaiable in Stata 9.0. It also calculates the trace of the matrix O-inverse V, where O is the variance estimate under the independent correlation structure and V is the variance estimate under the specified working correlation structure in GEE. When trace is close to the number of parameter p, the QIC_u is a good approximation to QIC.

Suggested Citation

  • James Cui, 2006. "QIC: Stata module to compute model selection criterion in GEE analyses," Statistical Software Components S456764, Boston College Department of Economics, revised 22 Sep 2008.
    • Handle: RePEc:boc:bocode:s456764
    Note: This module should be installed from within Stata by typing "ssc install qic". The module is made available under terms of the GPL v3 (https://www.gnu.org/licenses/gpl-3.0.txt). Windows users should not attempt to download these files with a web browser.
    as

    Download full text from publisher

    File URL: http://fmwww.bc.edu/repec/bocode/q/qic.ado
    File Function: program code
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/q/qic.hlp
    File Function: help file
    Download Restriction: no
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    More about this item

    Keywords

    GEE; model selection; QIC; AIC; Stata;
    All these keywords.

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