[R] poisson regression with robust error variance ('eyestudy')

[Frank E Harrell Jr]

Thomas Lumley wrote:
> On Wed, 2 Jun 2004, Lutz Ph. Breitling wrote:
> 
> 
>>Dear all,
>>
>>i am trying to redo the 'eyestudy' analysis presented on the site
>>http://www.ats.ucla.edu/stat/stata/faq/relative_risk.htm
>>with R (1.9.0), with special interest in the section on "relative risk
>>estimation by poisson regression with robust error variance".
>>
>>so i guess rlm is the function to use. but what is its equivalent to the
>>glm's argument "family" to indicate 'poisson'? or am i somehow totally
>>wrong and this is not applicable here?
>>
> 
> 
> No, no.  You want glm() and then a function to compute the robust
> covariance matrix (there's robcov() in the Hmisc package), or use gee()
> from the "gee" package or geese() from "geepack" with independence working
> correlation.

Slight correction: robcov in the Design package, can easily be used with 
Design's glmD function.  -Frank

> 
> These are not outlier-resistant estimates of the regression coefficients,
> they are model-agnostic estimates of the standard errors.
> 
> Stata is unusual in providing these covariance matrix estimates for just
> about every regression estimator.  I think R should consider doing
> something similar, but haven't got around to it.
> 
> 	-thomas
> 
> 
> 
>>thx a lot-
>>lutz
>>
>>
>>=============================
>>Lutz Ph. Breitling, CMd
> 
> 
> Thomas Lumley			Assoc. Professor, Biostatistics
> tlumley at u.washington.edu	University of Washington, Seattle
> 
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-- 
Frank E Harrell Jr   Professor and Chair           School of Medicine
                      Department of Biostatistics   Vanderbilt University