ZZY ZYBOYS
2010-Jul-29 17:17 UTC
[R] How to get the standard error from GEE(Generalized Estimation Equations) output
I am having some difficulties to locate the standard error from GEE output.
-----------sample output using list (geemodel)------------------------
Link: Identity
Variance to Mean Relation: Gaussian
Correlation Structure: Exchangeable
Call:
gee(formula = days.sick1 ~ bmi + age + gender + surveyround2 +
surveyround3, id = childid, data = dat, family = gaussian,
corstr = "exchangeable")
Number of observations : 1110
Maximum cluster size : 3
Coefficients:
(Intercept) bmi age gender
-1.12830236 -0.05216691 -0.01230798 0.14646632
Estimated Scale Parameter: 2.620455
Number of Iterations: 2
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Jorge Ivan Velez
2010-Jul-29 22:25 UTC
[R] How to get the standard error from GEE(Generalized Estimation Equations) output
Hi there,
You forgot to give us some detail, but here is my guess:
install.packages('gee')
require(gee)
# fitting the model as in the help file under ?gee
data(warpbreaks)
fit <- gee(breaks ~ tension, id = wool, data = warpbreaks, corstr
"exchangeable")
# extracting what you need
summary(fit)
str(summary(fit))
summary(fit)$coefficients
# Naive SE
summary(fit)$coefficients[,2]
# Robust SE
summary(fit)$coefficients[,3]
See ?str.
HTH,
Jorge
On Thu, Jul 29, 2010 at 1:17 PM, ZZY ZYBOYS <> wrote:
> I am having some difficulties to locate the standard error from GEE output.
>
>
> -----------sample output using list (geemodel)------------------------
> Link: Identity
> Variance to Mean Relation: Gaussian
> Correlation Structure: Exchangeable
> Call:
> gee(formula = days.sick1 ~ bmi + age + gender + surveyround2 +
> surveyround3, id = childid, data = dat, family = gaussian,
> corstr = "exchangeable")
> Number of observations : 1110
> Maximum cluster size : 3
>
> Coefficients:
> (Intercept) bmi age gender
> -1.12830236 -0.05216691 -0.01230798 0.14646632
>
> Estimated Scale Parameter: 2.620455
> Number of Iterations: 2
>
> [[alternative HTML version deleted]]
>
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>
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