[R] naive variance in GEE

Thomas Lumley tlumley at u.washington.edu
Tue Sep 9 23:19:41 CEST 2008

On Mon, 8 Sep 2008, Qiong Yang wrote:

> Hi,
> 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?

No, they shouldn't. They are different estimators of the same quantity, 
like the mean and median of a symmetric distribution.


> Thanks,
> Qiong
> a<-rbinom(1000,1)
> 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"))
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Thomas Lumley			Assoc. Professor, Biostatistics
tlumley at u.washington.edu	University of Washington, Seattle

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