Thanks -- extremely helpful. But what is the mechanism by which this analysis corrects for the fact that my subjects are clustered (twins)? -- View this message in context: http://r.789695.n4.nabble.com/GEE-with-Inverse-Probability-Weights-tp4633172p4635533.html Sent from the R help mailing list archive at Nabble.com.
GEE with Inverse Probability Weights
3 messages · RFrank, Joshua Wiley, Thomas Lumley
Hi Frank, It clusters by twin, that is why in Dr. Lumley's example, the "id" was twin pair, not individual, and the SE is adjusted accordingly. Cheers, Josh
On Thu, Jul 5, 2012 at 12:10 PM, RFrank <sparkyjc at gmail.com> wrote:
Thanks -- extremely helpful. But what is the mechanism by which this analysis corrects for the fact that my subjects are clustered (twins)? -- View this message in context: http://r.789695.n4.nabble.com/GEE-with-Inverse-Probability-Weights-tp4633172p4635533.html Sent from the R help mailing list archive at Nabble.com.
______________________________________________ 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.
Joshua Wiley Ph.D. Student, Health Psychology Programmer Analyst II, Statistical Consulting Group University of California, Los Angeles https://joshuawiley.com/
If you're going to reply to something from two weeks ago, it's helpful to include more of the conversation. However, the mechanism is straightforward. The standard error estimator assumes only that observations in different clusters are independent: it approximates the variance of the estimating functions by the empirical variance of the cluster totals of the estimating functions, and uses the delta method to convert this to a variance for the coefficients. It's the same as GEE. In this simple setting it's the same as the GEE variance estimator. - thomas
On Fri, Jul 6, 2012 at 7:40 AM, Joshua Wiley <jwiley.psych at gmail.com> wrote:
Hi Frank, It clusters by twin, that is why in Dr. Lumley's example, the "id" was twin pair, not individual, and the SE is adjusted accordingly. Cheers, Josh On Thu, Jul 5, 2012 at 12:10 PM, RFrank <sparkyjc at gmail.com> wrote:
Thanks -- extremely helpful. But what is the mechanism by which this analysis corrects for the fact that my subjects are clustered (twins)? -- View this message in context: http://r.789695.n4.nabble.com/GEE-with-Inverse-Probability-Weights-tp4633172p4635533.html Sent from the R help mailing list archive at Nabble.com.
______________________________________________ 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.
-- Joshua Wiley Ph.D. Student, Health Psychology Programmer Analyst II, Statistical Consulting Group University of California, Los Angeles https://joshuawiley.com/
______________________________________________ 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 Professor of Biostatistics University of Auckland