Hello , I am a master student and start to learn the panel data, it took me a week to read all the stuff of panel data and Stata command. Now I have a question when I learn GEE analysis.
the xtgee Y X, family( ) link( ) corr( ) is equal to xt... Y X, pa corr( ) , for example xtgee Y X, f(b) l(logit) c(exc) will give exactly the same results as xtlogit Y X, pa c(exc)
So I assume GEE model can be explained as "population average" , but what is the different between xtlogit Y X, pa (which is equal to GEE) and xtlogit Y X, fe
I know the difference between fixed effects and random effects, but if I am not intrestest at individual level variances, how to choose the model ?
Will you use GEE which is same as xtlogit Y X, pa or will you use xtlogit Y X, fe ? This two commands will give different results, so I am confused, Thanks !