[R] p-value from GEE why factor 2*pnorm?

[Robert A LaBudde]

At 11:21 AM 6/11/2007, Carmen wrote:
><snip>
>In this tread there is a hint hwo to calculate the p-vlue of an GEE:
> > _http://finzi.psych.upenn.edu/R/Rhelp02a/archive/74150.html
> >
> > Then, get the P values using a normal approximation for the
> > distribution of z:
> >
> > /> 2 * pnorm(abs(coef(summary(fm1))[,5]), lower.tail = FALSE) /
> > (Intercept) TPTLD  0.00000000 0.04190831
>
>1. why is the result multiplicated  with 2? There is a P-value between 1 and 2
>with the results below and multiplicated with 2:
>
>2*pnorm(c(1.8691945,0.5882351,2.4903091,1.9287802,2.3172983,2.2092593,2.2625959,1.6395695),
>lower.tail =TRUE)

1. The given in the thread mentioned was:

         2 * pnorm(abs(coef(summary(fm1))[,5]), lower.tail = FALSE)

2. The reason for the "2" at the front is to make it an "equal-tails" 
or "2-sided" confidence interval. Pedantically, you should use 1.96 
instead of 2.0 for consistency, but 2.0 = 1.96 rounded to one decimal place.

3. This is what is usually called a "Wald" type confidence interval, 
as it is simply the normal quantile (+/- 1.96) multiplied by the 
standard error of estimate to get the +/- widths for the interval. 
These would be added to the estimate itself to get the final Wald 
confidence interval, which obviously assumes a normal distribution applies.


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Robert A. LaBudde, PhD, PAS, Dpl. ACAFS  e-mail: ral at lcfltd.com
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