[R] confidence interval calculation for gee

Duncan Mackay mackay at northnet.com.au
Mon Apr 8 06:19:33 CEST 2013

At 04:26 8/04/2013, you wrote:
>I have the following r-codes for solving a quasilikelihood estimating
> >library(geepack)
> >fit<-geese(y~x1+x2+x3,jack=TRUE,id=id,scale.fix=TRUE,data=dat,mean.link =
>"logit", corstr="independence")
>Now my question is how can I calculate the confidence interval of the
>parameters of the above model "fit"?
>         [[alternative HTML version deleted]]
>R-help at r-project.org mailing list
>PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
>and provide commented, minimal, self-contained, reproducible code.

It pays to look at the help page. usually with a regression there is 
a summary method

 From ?geese and the index page of geepack there is summary.geese

[1] "mean"        "correlation" 
"scale"       "call"        "model"       "control"     "error" 
 > summary(m2)[[1]]
               estimate    san.se       wald          p
(Intercept)  1.3476092 0.1573571 73.3423807 0.00000000
x            0.1118360 0.1159304  0.9306116 0.33470405
trt         -0.1068224 0.1936977  0.3041417 0.58129752
x:trt       -0.3023841 0.1710601  3.1247883 0.07710989

geepack uses sandwich standard errors (san.se)

        estimate     san.se     wald            p
alpha 0.5978407 0.08107156 54.37934 1.653122e-13



Duncan Mackay
Department of Agronomy and Soil Science
University of New England
Armidale NSW 2351
Email: home: mackay at northnet.com.au

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