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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