Re: [R] naive variance in GEE

2008-09-10 Thread Qiong Yang
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

Re: [R] naive variance in GEE

2008-09-09 Thread Thomas Lumley
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 regre

Re: [R] naive variance in GEE

2008-09-09 Thread Thomas Lumley
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

Re: [R] naive variance in GEE

2008-09-09 Thread Prof Brian Ripley
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 d