[R] p-value from GEE why factor 2*pnorm?

Carmen Meier carmei3 at web.de
Tue Jun 12 08:43:35 CEST 2007


Benilton Carvalho schrieb:
> Well, AFAIK, the definition of a p-value is the probability of  
> observing something at least as extreme as the observed data.
>
> If you observed z, and Z follows a std-normal
>
> p-value = P( Z < -abs(z) ) + P( Z > abs(z) )
>    = 2*P ( Z > abs(z) )
>    = 2*pnorm(z, lower.tail=FALSE)
>
> try z=0 (you should get 1) and z=1.96 (you should get 5%)
>
>   

Hi Benilton,
thank you for your explanations.
I seems that the unexpected Data are a result of misunderstanding the 
arguments of the GEE like |corstr, family or for using the GEE itself.
This is a major problem and I must look for any kind of support for the GEE.

Thanks Carmen
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