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

James Cui ()
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James Cui: WHO Collaborating Centre for Obesity Prevention, Deakin 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, Revised 2008-09-22
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.
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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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Persistent link: https://EconPapers.repec.org/RePEc:boc:bocode:s456764

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