[R] naive variance in GEE

[Thomas Lumley]

On Mon, 8 Sep 2008, Qiong Yang wrote:

> Hi,
>
> The standard error from logistic regression is slightly different from the 
> naive SE from GEE under independence working correlation structure.

Yes

> Shouldn't they be identical? Anyone has insight about this?

No, they shouldn't. They are different estimators of the same quantity, 
like the mean and median of a symmetric distribution.

 	-thomas




> Thanks,
> Qiong
>
> a<-rbinom(1000,1)
> b<-rbinom(1000,2,0.1)
> c<-rbinom(1000,10,0.5)
> summary(gee(a~b, id=c,family="binomial",corstr="independence"))$coef
> summary(glm(a~b,family="binomial"))
>
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Thomas Lumley			Assoc. Professor, Biostatistics
tlumley at u.washington.edu	University of Washington, Seattle