[R] GEE code
Thomas Lumley
tlumley at u.washington.edu
Fri Jul 20 18:07:02 CEST 2007
On Fri, 20 Jul 2007, Dimitris Rizopoulos wrote:
> from your description I think you need a random-effects model.
Since he specifically said "fixed effects" I would have assumed from the
description that he wanted a fixed-effects model.
> Since
> you assume normality the parameter estimates from a random-effects
> model (in your case `GDP.log2') have a marginal interpretation (in
> fact they have both conditional and marginal interpretation).
But they still aren't the fixed effects estimates, and they behave
quite differently under model misspecification (and under confounding).
A fixed effects linear model with GEE just needs the formula
ineq~GDP.log2+country.
to specify an indicator variable for each country.
If he had a logistic regression model things would be more complicated,
but for a linear or log-linear model it is just a matter of adding
predictors.
Now, I might well use a linear mixed model in this context, but he did
fairly clearly indicate that wasn't he was looking for.
-thomas
Thomas Lumley Assoc. Professor, Biostatistics
tlumley at u.washington.edu University of Washington, Seattle
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