[R] naive variance in GEE
tlumley at u.washington.edu
Tue Sep 9 23:21:34 CEST 2008
Sorry, I misread your message. Prof Ripley is right, as usual -- the
estimates use different stopping criteria and so are just numerically
On Tue, 9 Sep 2008, Thomas Lumley wrote:
> 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
>> R-help at r-project.org mailing list
>> PLEASE do read the posting guide
>> and provide commented, minimal, self-contained, reproducible code.
> Thomas Lumley Assoc. Professor, Biostatistics
> tlumley at u.washington.edu University of Washington, Seattle
Thomas Lumley Assoc. Professor, Biostatistics
tlumley at u.washington.edu University of Washington, Seattle
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