Dear R-helpers,

I am using the package "gee" to run a marginal model.

Here is the output.
In my simulated data, both x and z are time-varying, so I include their
interaction terms with time indicator (i.e. tind=0, if time 1, and 1 if time
2)
The data is simulated, so the true parameter of z both at time 1 and time 2
is 5, which is very close from the model output
for time 1, z = 5.0757760, and for time 2, z is 5.0757760-0.6379866 = ~5

> model=gee(y~x+z+x*tind+z*tind, family=gaussian(link = "identity"), id=sid,
corstr="exchangeable")
Beginning Cgee S-function, @(#) geeformula.q 4.13 98/01/27
running glm to get initial regression estimate
(Intercept)                 x                  z            tind
x:tind          z:tind
  2.9342186   1.5002601   5.0757760   2.0846327   0.1869748  -0.6379866



However, when I use the summary command, the coefficients are changed.
Am I missing anything here ??

> summary(model)

 GEE:  GENERALIZED LINEAR MODELS FOR DEPENDENT DATA
 gee S-function, version 4.13 modified 98/01/27 (1998)

Model:
 Link:                      Identity
 Variance to Mean Relation: Gaussian
 Correlation Structure:     Exchangeable

Call:
gee(formula = y ~ x + z + x * tind + z * tind, id = sid, family =
gaussian(link = "identity"),
    corstr = "exchangeable")

Summary of Residuals:
       Min         1Q     Median         3Q        Max
-5.9273676 -2.0072725 -0.7169515  2.3709969  8.2377283


Coefficients:
             Estimate  Naive S.E.    Naive z Robust S.E.   Robust z
(Intercept) 4.1450504 0.331866699  12.490106 0.264666616  15.661403
x           1.5155102 0.008479614 178.723972 0.006854627 221.093020
z           0.6463947 0.111148094   5.815617 0.100379444   6.439513
tind        1.5986872 0.163851622   9.756920 0.175947744   9.086148
x:tind      0.1434216 0.005288708  27.118450 0.005924767  24.207123
z:tind      4.2951055 0.168647198  25.467992 0.166776520  25.753658

Estimated Scale Parameter:  6.800334
Number of Iterations:  10



Any helps would be very much appreciated!

Thank you,
Carrie--

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