Hello,
I recently updated gee in R 1.3.1 (windows 98 SE)
I happended to compare S-plus and R and found rather large differences in
coefficients.
How come?
Fredrik Lundgren
Norrköping, Sweden
S-Plus 6 rel3 gives
> summary(gee(breaks ~ tension, id = wool, data = warpbreaks, corstr =
> "exchangeable"), correlation = F)
[1] "Beginning Cgee S-function, @(#) geeformula.q 5.2 99/06/03"
[1] "running glm to get initial regression estimate"
[1] 28.15 7.36 -0.88
GEE: GENERALIZED LINEAR MODELS FOR DEPENDENT DATA
gee S-function, version 5.2 modified 99/06/03 (1998)
Model:
Link: Identity
Variance to Mean Relation: Gaussian
Correlation Structure: Exchangeable
Call:
gee(formula = breaks ~ tension, id = wool, data = warpbreaks, corstr =
"exchangeable")
Summary of Residuals:
Min 1Q Median 3Q Max
-22.4 -8.14 -2.67 6.33 33.6
Coefficients:
Estimate Naive S.E. Naive z Robust S.E. Robust z
(Intercept) 28.15 2.08 13.534 2.04 13.780
tension1 7.36 1.96 3.765 1.87 3.945
tension2 -0.88 1.13 -0.779 1.87 -0.471
Estimated Scale Parameter: 141
Number of Iterations: 1
....
R 1.3.1 gives
> summary(gee(breaks ~ tension, id=wool, data=warpbreaks,
> corstr="exchangeable"))
summary(gee(breaks ~ tension, id=wool, data=warpbreaks, corstr="exchangeable"))
[1] "Beginning Cgee S-function, @(#) geeformula.q 4.13 98/01/27"
[1] "running glm to get initial regression estimate"
[1] 36.38889 -10.00000 -14.72222
GEE: GENERALIZED LINEAR MODELS FOR DEPENDENT DATA
gee S-function, version 4.13 modified 98/01/27 (1998)
Model:
Link: Identity
Variance to Mean Relation: Gaussian
Correlation Structure: Exchangeable
Call:
gee(formula = breaks ~ tension, id = wool, data = warpbreaks,
corstr = "exchangeable")
Summary of Residuals:
Min 1Q Median 3Q Max
-22.388889 -8.138889 -2.666667 6.333333 33.611111
Coefficients:
Estimate Naive S.E. Naive z Robust S.E. Robust z
(Intercept) 36.38889 3.069434 11.855246 5.774705 6.301428
tensionM -10.00000 3.910008 -2.557539 7.463905 -1.339781
tensionH -14.72222 3.910008 -3.765266 3.731952 -3.944912
Estimated Scale Parameter: 141.1481
Number of Iterations: 1
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