Hi
A quick question. Standard errors reported by gee/yags differs from the ones in
geeglm (geepack).
require(gee)
require(geepack)
require(yags)
mm <- gee(breaks ~ tension, id=wool, data=warpbreaks,
corstr="exchangeable")
mm2 <- geeglm(breaks ~ tension, id=wool, data=warpbreaks,
corstr="exchangeable", std.err = "san.se")
mm3 <- yags(breaks ~ tension, id=wool, data=warpbreaks,
corstr="exchangeable", alphainit=0.)
# S.E.
# gee:
sqrt(diag(mm$robust.variance))
#(Intercept) tensionM tensionH
# 5.77 7.46 3.73
# geeglm:
sqrt(diag(mm2$geese$vbeta))
# [1] 8.17 10.56 5.28
# yags:
sqrt(diag(slot(mm3, "robust.parmvar")))
# [1] 5.77 7.46 3.73
Any explanation of this behavior is welcome.
Best wishes
Torleif Markussen Lunde
PhD candidate
Centre for International Health/
Bjerkens Centre for Climate Research
University of Bergen
Norway
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