Torleif Markussen Lunde
2009-Dec-08 14:15 UTC
[R] Difference in S.E. gee/yags and geeglm(/geese)
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