[R-meta] sandwhich estimator with geeglm object

Yefeng Yang ye|eng@y@ng1 @end|ng |rom un@w@edu@@u
Mon May 1 11:15:19 CEST 2023

Dear experts,

I would be grateful if anyone can address my confusion concerning robust variance estimation (especially via the implementation of clubsandwich package).

First question:
geeglm object refers to the regression model fitted by Generalized Estimating Equations (GEE), which can be implemented in package geepack. Given that GEE already calculates cluster robust errors to account for mids-specified var-cov structure (e.g., autocorrelation), why clubsandwich still calculate robust errors for geeglm object

Second question:
GEE basically relaxes the assumption about var-cov structure and it uses a working var-cov structure (usually misspecified) to get beta coefficient and then uses the sandwich estimator to estimate sampling variances Var(beta) or standard error SE(beta). In this sense, GEE is equivalent to generalized least squares (say fitted by gls()) with CRVE. Am I correct?


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