[R] extracting p value from GEE

[Emmanuel Paradis]

At 11:53 04/12/2003 +0000, vous avez écrit:
>Dear R users,
>
>If anyone can tell me how to extract the p values from the output of gee?

They are easily computed from the output of summary(gee(...)) which prints 
either a "z" or a "t" depending in the "family" option. z follows, under 
the null hypothesis, a normal distribution N(0, 1), you have the 
corresponding P-value with (for a two-tailed test):

2 * (1 - pnorm(abs(z)))

t follows a 'Student' distribution with df degrees of freedom given by N- k 
- 1, where N is the number of observations, and k is the number of 
estimated paramaters. I think, but am not definitely sure, that N is 
counted among all clusters, and k is the number of parameters in the GLM 
eventually included the estimated scale (correlation parameters are not 
counted). As above, you have the P-value with:

2 * (1 - pnorm(abs(t), df))

HTH

Emmanuel Paradis


>Many thanks in advance.
>
>Yu-Kang
>
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