[R] scale parameter and parameter vac-cov matrix in GEE

[Renaud Lancelot]

Dear all,

It looks like the parameters var-cov matrix returned by gee() is not
adjusted for the scale parameter:

> fm1 <- gee(nbtrp ~ strate * saison + offset(log(surf)), family = poisson, data = Eff2001,
+             id = loc, tol = 1e-10, corstr = "exchangeable")
[1] "Beginning Cgee S-function, @(#) geeformula.q 4.13 98/01/27"
[1] "running glm to get initial regression estimate"
[1] -0.7755188 -1.5240927  0.4769241  0.4682660  0.1776812
[6]  0.1219127  0.6949677 -1.0451064
> fm2 <- gee(nbtrp ~ strate * saison + offset(log(surf)), family = poisson, data = Eff2001,
+             id = loc, tol = 1e-10, corstr = "exchangeable", scale.fix
= T, scale.value = 1)
[1] "Beginning Cgee S-function, @(#) geeformula.q 4.13 98/01/27"
[1] "running glm to get initial regression estimate"
[1] -0.7755188 -1.5240927  0.4769241  0.4682660  0.1776812
[6]  0.1219127  0.6949677 -1.0451064

> fm1$scale
[1] 10.01990

> fm2$scale
[1] 1
> 
> round(fm1$robust.variance, 4)[1:2, 1:2]
            (Intercept) strateLD
(Intercept)      0.0295  -0.0165
strateLD        -0.0165   0.0827

> round(fm2$robust.variance, 4)[1:2, 1:2]
            (Intercept) strateLD
(Intercept)      0.0295  -0.0165
strateLD        -0.0165   0.0827
>

What should I do to make the adjustement ?

Thanks in advance,

Renaud



-- 
Dr Renaud Lancelot, vétérinaire
CIRAD, Département Elevage et Médecine Vétérinaire (CIRAD-Emvt)
Programme Productions Animales
http://www.cirad.fr/presentation/programmes/prod-ani.shtml

ISRA-LNERV                      tel    (221) 832 49 02
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