xtgee output

[reza gh]

Hi
how can I find the variance of the mean after xtgee? should I use SE to get Variance or is there any command to report it from the model?
I have Y_i = beta + epsilon
then xtgee y, i(id) t(time) cor(ar1)
I need sigma^2
many thanks for any help
cheers

[Joseph Coveney]

I'm not sure what you're looking for, but maybe

xtset id time
xtregar y, re

will give you what you want.

[reza gh]

Hi, Joseph
thank you for your suggestion.
I am restricted using Generalised Estimation Equation (GEE) approach and I have run it.
xtgee y, i(id) t(time) corr(ar1)
my problem is that I cannot find the variance of data calculated by STATA in output.
I can calculate it but I need to compare it with STATA result.
cheers

[Iuri Gavronski]

Could you post a reproducible example of your code and what are you looking for?