On Wed, 12 Dec 2001, Fredrik Lundgren wrote:
> 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?
Didn't you notice the different coefficient names? These are not the same
model.
The default contrasts are different in R and S-PLUS. Try setting
options(contrasts=c("contr.treatment", "contr.poly"))
in both.
BTW, the author and porters of gee might appreciate some credit,
including credit for knowing what they are doing.
>
> 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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--
Brian D. Ripley, ripley@stats.ox.ac.uk
Professor of Applied Statistics, http://www.stats.ox.ac.uk/~ripley/
University of Oxford, Tel: +44 1865 272861 (self)
1 South Parks Road, +44 1865 272860 (secr)
Oxford OX1 3TG, UK Fax: +44 1865 272595
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