poisson regression with robust error variance ('eyestudy')

okay, so now the bootcov works fine.

aren't the lower bootstrap variances just what Karla is talking about when 
she writes on the website describing the eyestudy that i was trying to redo 
in the first place:
"Using a Poisson model without robust error variances will result in a 
confidence interval that is too wide."
(Karla Lindquist, Senior Statistician in the Division of Geriatrics at UCSF)

but one more question: so i cannot get SANDWICH estimates of the standard 
error for a [R] glm or glmD?

many thanks for all your efforts!
lutz

Sorry I didn't think of that sooner.  robcov needs the residuals method 
for the fitter to allow a type="score" or type="hscore" (for Efron's 
method) argument.  Until someone adds score residuals to residuals.glm 
robcov will not work for you.  residuals.lrm and residuals.coxph are 
examples where score residuals are computed.  You can get robust 
variance-covariance estimates with the bootstrap using bootcov for glmD 
fits.  Oddly in your example I am finding that the bootstrap variances are 
lower than the information-matrix-based ones.

Frank Harrell

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Lutz Ph. Breitling
Unit? des Recherches M?dicale
H?pital Albert Schweitzer
B.P. 118 Lambar?n? (GABON) 
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