On Mon, 8 Sep 2008, Qiong Yang wrote:
The standard error from logistic regression is slightly different from the
naive SE from GEE under independence working correlation structure.
Shouldn't they be identical? Anyone has insight about this?
They are computed quantities from iterations with different stopping
criteria. The coefficients are not 'identical' either.
Your example is incorrect (the first line) and not reproducible (no seed
is set, no library gee), so we don't know what you saw. But with
set.seed(1)
a <- rbinom(1000, 1, 0.2)
b <- rbinom(1000, 2, 0.1)
c <- rbinom(1000, 10, 0.5)
library(gee)
summary(gee(a ~ b, id=c, family="binomial", corstr="independence"))$coef
summary(glm(a ~ b, family="binomial"))$coef
the differences I see are negligible. I suggest you talk to your
supervisor about some courses on numerical methods.
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"))
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