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

James Cui ()
Additional contact information
James Cui: Department of Epidemiology & Preventive Medicine, Monash University

Statistical Software Components from Boston College Department of Economics

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.

Language: Stata
Requires: Stata version 9
Keywords: GEE; model selection; QIC; AIC (search for similar items in EconPapers)
Date: 2006-09-27
Note: This module may be installed from within Stata by typing "ssc install qic". Windows users should not attempt to download these files with a web browser.

Downloads: (external link)
http://fmwww.bc.edu/repec/bocode/q/qic.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/q/qic.hlp help file (text/plain)

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