Thanks Thomas. Here is a further question I asked and the answer from
Prof Ripley. This agrees with your previous response.
Is it true that the same algorithm was used in calculation of GLM S.E.
and GEE naive S.E.,
and the only difference is the stopping criteria?
Professor Ripley: No, but it is one of the more important ones.
-----------------------------------------
Thanks,
Qiong
Thomas Lumley wrote:
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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