[R] naive variance in GEE
Prof Brian Ripley
ripley at stats.ox.ac.uk
Tue Sep 9 09:21:25 CEST 2008
On Mon, 8 Sep 2008, Qiong Yang wrote:
> The standard error from logistic regression is slightly different from the
> naive SE from GEE under independence working correlation structure.
> Shouldn't they be identical? Anyone has insight about this?
They are computed quantities from iterations with different stopping
criteria. The coefficients are not 'identical' either.
Your example is incorrect (the first line) and not reproducible (no seed
is set, no library gee), so we don't know what you saw. But with
a <- rbinom(1000, 1, 0.2)
b <- rbinom(1000, 2, 0.1)
c <- rbinom(1000, 10, 0.5)
summary(gee(a ~ b, id=c, family="binomial", corstr="independence"))$coef
summary(glm(a ~ b, family="binomial"))$coef
the differences I see are negligible. I suggest you talk to your
supervisor about some courses on numerical methods.
> summary(gee(a~b, id=c,family="binomial",corstr="independence"))$coef
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> and provide commented, minimal, self-contained, reproducible code.
Brian D. Ripley, ripley at stats.ox.ac.uk
Professor of Applied Statistics, http://www.stats.ox.ac.uk/~ripley/
University of Oxford, Tel: +44 1865 272861 (self)
1 South Parks Road, +44 1865 272866 (PA)
Oxford OX1 3TG, UK Fax: +44 1865 272595
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