[R] naive variance in GEE
tlumley at u.washington.edu
Tue Sep 9 23:19:41 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?
No, they shouldn't. They are different estimators of the same quantity,
like the mean and median of a symmetric distribution.
> summary(gee(a~b, id=c,family="binomial",corstr="independence"))$coef
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> and provide commented, minimal, self-contained, reproducible code.
Thomas Lumley Assoc. Professor, Biostatistics
tlumley at u.washington.edu University of Washington, Seattle
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