English, Article edition: QIC: Stata module to compute model selection criterion in GEE analyses James Cui

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Bookmark: http://trove.nla.gov.au/version/102350
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  • code
Language
  • English

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Title
  • QIC: Stata module to compute model selection criterion in GEE analyses
Author
  • James Cui
Physical Description
  • code
Notes
  • 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.
  • RePEc:boc:bocode:s456764
Language
  • English
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