naive variance in GEE
On Mon, 8 Sep 2008, Qiong Yang wrote:
Hi, The standard error from logistic regression is slightly different from the naive SE from GEE under independence working correlation structure.
Yes
Shouldn't they be identical? Anyone has insight about this?
No, they shouldn't. They are different estimators of the same quantity, like the mean and median of a symmetric distribution. -thomas
Thanks, Qiong a<-rbinom(1000,1) b<-rbinom(1000,2,0.1) c<-rbinom(1000,10,0.5) summary(gee(a~b, id=c,family="binomial",corstr="independence"))$coef summary(glm(a~b,family="binomial"))
______________________________________________ R-help at r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
Thomas Lumley Assoc. Professor, Biostatistics tlumley at u.washington.edu University of Washington, Seattle