analysis of data with observation weights
On Fri, 15 Nov 2002, bojaniss wrote:
Hello Thomas, Friday, November 15, 2002, 4:35:13 PM, you wrote: TL> The weights argument to lm and glm will give the right point estimates. TL> The standard errors will potentially be wrong. This can be fixed with TL> `sandwich' standard errors, so one option is to use gee() with each TL> observation being in a `group' on its own. Similarly, the `robust' TL> standard errors in coxph() will allow probability-weighted survival TL> analyses. TL> The sandwich standard errors used by gee() are not quite the same as the TL> ones used by survey samplers, but they are very similar and they are TL> consistent estimates of the same thing. TL> The usual linear model standard errors are often pretty good even for TL> probability weighting as long as important covariates aren't strongly TL> associated with the weights. TL> -thomas Where can I find the gee() function, it's not in base package nor in any packages I have installed.
In the gee package. -thomas -.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.- r-help mailing list -- Read http://www.ci.tuwien.ac.at/~hornik/R/R-FAQ.html Send "info", "help", or "[un]subscribe" (in the "body", not the subject !) To: r-help-request at stat.math.ethz.ch _._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._