[R] naive variance in GEE

[Thomas Lumley]

Sorry, I misread your message. Prof Ripley is right, as usual -- the 
estimates use different stopping criteria and so are just numerically 
different.

 	-thomas

On Tue, 9 Sep 2008, Thomas Lumley wrote:

> 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.
>
> Yes
>
>> 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.
>
> 	-thomas
>
>
>
>
>> 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
>

Thomas Lumley			Assoc. Professor, Biostatistics
tlumley at u.washington.edu	University of Washington, Seattle