Sorry, I misread your message. Prof Ripley is right, as usual -- the estimates use different stopping criteria and so are just numerically different.

        -thomas

On Tue, 9 Sep 2008, Thomas Lumley wrote:

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"))

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Thomas Lumley                   Assoc. Professor, Biostatistics
[EMAIL PROTECTED]       University of Washington, Seattle


Thomas Lumley                   Assoc. Professor, Biostatistics
[EMAIL PROTECTED]       University of Washington, Seattle

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