[R] Difference in S.E. gee/yags and geeglm(/geese)

[Torleif Markussen Lunde]

Hi

A quick question. Standard errors reported by gee/yags differs from the ones in 
geeglm (geepack). 


require(gee)
require(geepack)
require(yags)

mm <- gee(breaks ~ tension, id=wool, data=warpbreaks, 
	  corstr="exchangeable")
mm2 <- geeglm(breaks ~ tension, id=wool, data=warpbreaks, 
	      corstr="exchangeable", std.err = "san.se")
mm3 <- yags(breaks ~ tension, id=wool, data=warpbreaks,  
	    corstr="exchangeable", alphainit=0.)

# S.E.
# gee:
sqrt(diag(mm$robust.variance))
#(Intercept)    tensionM    tensionH
#      5.77        7.46        3.73
# geeglm:
sqrt(diag(mm2$geese$vbeta))
# [1]  8.17 10.56  5.28
# yags:
sqrt(diag(slot(mm3, "robust.parmvar")))
# [1] 5.77 7.46 3.73

Any explanation of this behavior is welcome.

Best wishes
Torleif Markussen Lunde
PhD candidate
Centre for International Health/
Bjerkens Centre for Climate Research
University of Bergen
Norway