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

Lutz Ph. Breitling breitling at lb-netz.de
Sat Jun 5 13:59:27 CEST 2004

Thank you very much for your comments!

however, i still do not get it right.
robcov() accepts fit objects like lrm or ols objects as arguments,
but obviously not the glmD objects (or at least not as simple as that).
below some code to demonstrate.
what am i still doing wrong?

thx for your efforts-

outcome<-sample(c(0,1), 500, replace=T, prob=c(.6, .4))
exposed<-sample(c(0,1), 500, replace=T, prob=c(.5, .5))
my.data<-data.frame(id=id, ou=outcome, ex=exposed)

model1<-glmD(ou~ex, my.data, family=poisson(link="log"))

Error in match.arg(type) : ARG should be one of deviance, pearson, working, 
response, partial

At 17:25 02.06.2004, Frank E Harrell Jr wrote:

>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
>>>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
>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 Ph. Breitling, CMd
>>Thomas Lumley                   Assoc. Professor, Biostatistics
>>tlumley at u.washington.edu        University of Washington, Seattle
>>R-help at stat.math.ethz.ch mailing list
>>PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
>Frank E Harrell Jr   Professor and Chair           School of Medicine
>                      Department of Biostatistics   Vanderbilt University
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Lutz Ph. Breitling
Unité des Recherches Médicale
Hôpital Albert Schweitzer
B.P. 118 Lambaréné (GABON) 
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