[R] gee

[Thomas Lumley]

On Sun, 11 May 2003, Nirmala Ravishankar wrote:

> I am trying to use gee() to calculate the robust standard errors for a
> logit model.  My dataset (zol) has 195019 observations; winner, racebl,
> raceas, racehi are all binary variables.   ID is saved as a vector of
> length 195019 with alternating 0's and 1's.   I get the following error
> message.  I also tried the same command with corstr set to "independence"
> and got the same error message.
>

You're using two clusters of size about 100000, which implies a
ridiculuously large within-cluster correlation matrix.

You could fit the working independence model with glm().  This wouldn't
give correct standard errors, but nothing will with only two clusters.

If you actually have 100000 clusters of size two, then everything will
work fine. You just need to construct a correct id variable.

	-thomas