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
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