Hall Christian
Ich habe Dir hier den Output desselben Models mir den selben Daten mit R
und mit Stata gerechnet angeh??ngt.
Wie Du siehst sind die Unterschiede nicht unbetr??chtlich. Da Du bestimmt
schon ??hnliche Erfahrungen gemacht hast, wollte ich Dich fragen, ob
diese Unterschiede im Rahmen dessen sind, wie man sie zwischen zwei
verschiedenen packages erwarten kann, oder nicht.
F??r eine kurze Antwort w??re ich Dir sehr dankbar.
Liebe Gr??sse
Christian
R output:
GEE: GENERALIZED LINEAR MODELS FOR DEPENDENT DATA
gee S-function, version 4.13 modified 98/01/27 (1998)
Model:
Link: Logit
Variance to Mean Relation: Binomial
Correlation Structure: Exchangeable
Call:
gee(formula = y ~ Var1 * Var2 + Var3, id = Var4,
data = mydata, family = binomial, corstr = "exchangeable",
scale.fix = TRUE)
Summary of Residuals:
Min 1Q Median 3Q Max
-0.16457139 -0.10916961 -0.05774320 -0.01334249 0.98519918
Coefficients:
Estimate Naive S.E. Naive z Robust S.E.
Robust z
(Intercept) -2.02946378 0.6152142 -3.29879234 0.6276423
-3.23347186
Var1med -0.06978758 0.8108207 -0.08607031 0.8280726
-0.08427713
Var1hi 0.08988940 0.9738316 0.09230487 0.9851523
0.09124417
Var2yes -2.16869738 1.2386945 -1.75079278 1.4269696
-1.51979227
Var3yes -0.10520805 0.5724176 -0.18379597 0.6881670
-0.15288157
Var1med:Var2yes 1.58088457 1.3503015 1.17076411 1.3682419
1.15541309
Var1hi:Var2yes 2.48367129 1.4694804 1.69016976 1.4707481
1.68871291
Estimated Scale Parameter: 1
Stata Output:
xi: xtgee y i.Var1*i.Var2 Var3, family(binomial) link(logit) i(Var4)
GEE population-averaged model Number of obs
= 309
Group variable: Var4 Number of groups
= 215
Link: logit Obs per group: min
= 1
Family: binomial avg
= 1.4
Correlation: exchangeable max
= 8
Wald chi2(6)
= 7.68
Scale parameter: 1 Prob > chi2
= 0.2628
------------------------------------------------------------------------------
y | Coef. Std. Err. z P>|z| [95% Conf.
Interval]
-------------+----------------------------------------------------------------
_cons | -1.938584 .8662878 -2.24 0.025 -3.636477
-.2406913
_IVar1_2 | -.0610133 .8087995 -0.08 0.940
-1.646231 1.524205
_IVar1_3 | .0944082 .9720986 0.10 0.923
-1.81087 1.999686
_IVar2_2 | -2.178428 1.240422 -1.76 0.079
-4.60961 .2527538
Var3 | -.0977918 .5719084 -0.17 0.864
-1.218712 1.023128
_IVarXVa~2_2 | 1.575095 1.351553 1.17 0.244
-1.073901 4.22409
_IVarXVa~3_2 | 2.483814 1.470152 1.69 0.091
-.3976316 5.36526
------------------------------------------------------------------------------
Christian
--
Christian Bieli, project assistant
Institute of Social and Preventive Medicine
University of Basel, Switzerland
Steinengraben 49
CH-4051 Basel
Tel.: +41 61 270 22 12
Fax: +41 61 270 22 25
christian.bieli at unibas.ch
www.unibas.ch/ispmbs