[R-sig-ME] gee p values

[John Sorkin]

I am sending this Email to r-sig-mixed-models at r-project.org having previously sent it to r-help and it was suggested that I follow up on this listserver. 
windows Vista
R 2.10.1

Is it possible to get p values from gee? Summary(geemodel) does not appear to produce p values (see code at end of this Email message)

I received the following response from Peng:
There are two z-scores reported in the summary: Naive z and Robust z.

pvalue=2*min(pnorm(z-score), 1-pnorm(z-score))   # two-sided test

I replied to Peng as follows:
> Peng,
> If the answer were as simple as you suggest, I would expect that gee would
automatically produce the p
> values. Since gee does not produce the values, I fear that the computation may
be more complex, or perhaps
> computing p values from gee may be controversial. Do you know which, if either
of my speculations is true?
> Thank you,
> John

Ben Bolker responded: 
  May be worth following up on r-sig-mixed-models .  My guess would be
that if you're willing to treat your data set as 'large' (e.g. your
guess is that the 'residual degrees of freedom', whatever that may
mean, are > 40 ), then you could go ahead and use the naive translation
from Z-score to p-value; otherwise it probably devolves to the
usual 'effective residual degrees of freedom for complex multilevel/
smoothing models' can of worms.













> fit4<- gee(y~time, id=Subject, data=data.frame(data))
Beginning Cgee S-function, @(#) geeformula.q 4.13 98/01/27
running glm to get initial regression estimate
(Intercept)        time 
  1.1215614   0.8504413 
> summary(fit4)

 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:     Independent 

Call:
gee(formula = y ~ time, id = Subject, data = data.frame(data))

Summary of Residuals:
          Min            1Q        Median            3Q           Max 
-2.5224390768 -1.4384989365 -0.0006304408  1.4385426203  2.5229173416 


Coefficients:
             Estimate Naive S.E.  Naive z Robust S.E.  Robust z
(Intercept) 1.1215614  0.8023886 1.397778  0.31918831  3.513792
time        0.8504413  0.0993967 8.556031  0.03851821 22.078938

Estimated Scale Parameter:  2.642821
Number of Iterations:  1

Working Correlation
     [,1] [,2] [,3]
[1,]    1    0    0
[2,]    0    1    0
[3,]    0    0    1



John David Sorkin M.D., Ph.D.
Chief, Biostatistics and Informatics
University of Maryland School of Medicine Division of Gerontology
Baltimore VA Medical Center
10 North Greene Street
GRECC (BT/18/GR)
Baltimore, MD 21201-1524
(Phone) 410-605-7119
(Fax) 410-605-7913 (Please call phone number above prior to faxing)

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