negative binomial in GEE
On Tue, 27 Sep 2005, Simon.Bond wrote:
Does anyone have any suggestions for a way round this problem for the future (I had to resort to using Stata), or maybe more realistically, how much work it would take to build an extendible version of the gee "algorithm"?
I don't think it would take that much work [and I've done it a couple of times, once in XLISP-Stat and once in SPIDA]. An entirely interpreted implementation will be relatively slow, though it might be possible to improve that quite a bit with sparse matrix techniques. -thomas