xtgee_postestimation.hlp

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{smcl}
{* 07apr2005}{...}
{cmd:help xtgee postestimation} {right:dialogs:  {bf:{dialog xtgee_p:predict}}  {bf:{dialog xtgee_estat:estat}}}
{right:also see:  {helpb xtgee}{space 9}}
{hline}

{title:Title}

{p2colset 5 34 36 2}{...}
{p2col :{hi:[XT] xtgee postestimation} {hline 2}}Postestimation tools for xtgee{p_end}
{p2colreset}{...}


{title:Description}

{pstd}
The following postestimation command is of special interest after {cmd:xtgee}:

{synoptset 14}{...}
{p2coldent :command}description{p_end}
{synoptline}
{synopt :{helpb xtgee postestimation##estatwcor:estat wcor}}estimated matrix of the within-group correlations{p_end}
{synoptline}
{p2colreset}{...}

{pstd}
In addition, the following standard postestimation commands are available:

{synoptset 15 tabbed}{...}
{p2coldent :command}description{p_end}
{synoptline}
INCLUDE help post_adjust3star
{p2col :{helpb estat}}VCE and estimation sample summary{p_end}
INCLUDE help post_estimates
INCLUDE help post_hausman
INCLUDE help post_lincom
INCLUDE help post_mfx
INCLUDE help post_nlcom
{synopt :{helpb xtgee postestimation##predict:predict}}predictions, residuals, influence statistics, and other diagnostic measures{p_end}
INCLUDE help post_predictnl
INCLUDE help post_test
INCLUDE help post_testnl
{synoptline}
{p2colreset}{...}
{p 4 6 2}* {cmd:adjust} will not work with time-series operators.


{title:Special-interest postestimation commands}

{pstd}
{cmd:estat wcorrelation} displays the estimated matrix of the within-group
correlations.


{marker predict}{...}
{title:Syntax for predict} 

{p 8 16 2}{cmd:predict} {dtype} {newvar} {ifin} 
[{cmd:,} {it:statistic} {opt nooff:set}]

{synoptset 11 tabbed}{...}
{synopthdr :statistic}
{synoptline}
{syntab:Main}
{synopt :{opt mu}}calculate predicted probability of {depvar}; considers the {opt offset()} or {opt exposure()}; the default{p_end}
{synopt :{opt r:ate}}calculate predicted probability of {depvar}{p_end}
{synopt :{opt xb}}xb, fitted value, the default{p_end}
{synopt :{opt stdp}}standard error of the prediction{p_end}
{synopt :{opt sc:ore}}first derivative of the log likelihood with respect to xb{p_end}
{synoptline}
{p2colreset}{...}
INCLUDE help esample


{title:Options for predict}

{dlgtab:Main}

{phang}
{opt mu}, the default, and {opt rate} calculate the predicted value of
{depvar}.  {opt mu} takes into account the {opt offset()} or {opt exposure()}
together with the denominator if the family is binomial; {opt rate} ignores
those adjustments.  {opt mu} and {opt rate} are equivalent if (1) you did not
specify the {opt offset()} or {opt exposure()} when you fitted the {cmd:xtgee}
model and (2) you did not specify {cmd:family(binomial} {it:#}{cmd:)} or
{cmd:family(binomial} {varname}{cmd:)}, meaning the binomial family and a
denominator not equal to one.

{pmore}
Thus {opt mu} and {opt rate} are the same for {cmd:link(identity)}
{cmd:family(gaussian)}.

{pmore}
{opt mu} and {opt rate} are not equivalent for {cmd:link(logit)}
{cmd:family(binomial pop)}.  In that case, {opt mu} would predict the number
of positive outcomes and {opt rate} would predict the probability of a
positive outcome.

{pmore}
{opt mu} and {opt rate} are not equivalent for {cmd:link(log)}
{cmd:family(poisson)} {cmd:exposure(time)}.  In that case, {opt mu} would
predict the number of events given exposure time and {opt rate} would
calculate the incidence rate{hline 2}the number of events given an exposure
time of 1.

{phang}
{opt xb} calculates the linear prediction.

{phang}
{opt stdp} calculates the standard error of the linear prediction.

{phang}
{opt score} calculates the equation-level score.

{phang}
{opt nooffset} is relevant only if you specified {opth offset(varname)}, 
{opth exposure(varname)}, {cmd:family(binomial} {it:#}{cmd:)}, or
{cmd:family(binomial} {varname}{cmd:)} when you fitted the model.  It modifies
the calculations made by predict so that they ignore the offset or exposure
variable and the binomial denominator.  Thus {cmd:predict} {it:...}{cmd:,}
{cmd:mu nooffset} produces the same results as {cmd:predict} {it:...}{cmd:,
rate}.


{marker estatwcor}{...}
{title:Syntax for estat wcorrelations} 

{p 8 16 2}{cmd:estat} {opt wcor:relations} [{cmd:,} {opt c:ompact}]


{title:Option for estat wcorrelations}

{phang}
{opt compact} specifies that only the parameters (alpha) of the
estimated matrix of within-group correlations be displayed rather than the
entire matrix.


{title:Examples}

{phang}{cmd:. xtgee ln_w grade age age2, i(id)}{p_end}
{phang}{cmd:. estat wcorrelations}


{title:Also see}

{psee}
Manual:  {bf:[XT] xtgee postestimation}

{psee}
Online:  {helpb xtgee};{break}
{helpb adjust}, {helpb estimates}, {helpb hausman},
{helpb lincom}, {helpb mfx}, {helpb nlcom}, {helpb predict}, {helpb predictnl},
{helpb test}, {helpb testnl}
{p_end}