Is anyone else using the 'geepack' package?
>>>
From: "Steve Taylor" <steve.taylor@aut.ac.nz>
To:<r-help@r-project.org>
Date: 11/Feb/2010 11:28 a.m.
Subject: [R] using step() with package geepack
I'm using the package geepack to fit GEE models.
Does anyone know of methods for add1 and drop1 for a 'geeglm' model
object, or perhaps a method for extractAIC based on the QIC of Pan 2001? I see
there has been some mention of this on R-help a few years ago
(RSiteSearch("QIC")).
The package does provide an anova method for its model objects, and update()
seems to work:
library(geepack)
data(dietox) # the example from ?geeglm
# GEE model, using gaussian instead of poisson:
gee1 <- geeglm(Weight~1, data=dietox, id=Pig, family=gaussian,
corstr="ar1")
gee2 <- update(gee1, ".~.+Time")
anova(gee1, gee2) # gives a p-value for adding the Time variable
step(gee2, direction="forward") # fails
cheers,
Steve
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