Dear R-helpers,
I am using the package "gee" to run a marginal model.
Here is the output.
In my simulated data, both x and z are time-varying, so I include their
interaction terms with time indicator (i.e. tind=0, if time 1, and 1 if time
2)
The data is simulated, so the true parameter of z both at time 1 and time 2
is 5, which is very close from the model output
for time 1, z = 5.0757760, and for time 2, z is 5.0757760-0.6379866 = ~5
> model=gee(y~x+z+x*tind+z*tind, family=gaussian(link = "identity"), id=sid,
corstr="exchangeable")
Beginning Cgee S-function, @(#) geeformula.q 4.13 98/01/27
running glm to get initial regression estimate
(Intercept) x z tind
x:tind z:tind
2.9342186 1.5002601 5.0757760 2.0846327 0.1869748 -0.6379866
However, when I use the summary command, the coefficients are changed.
Am I missing anything here ??
> summary(model)
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 = y ~ x + z + x * tind + z * tind, id = sid, family =
gaussian(link = "identity"),
corstr = "exchangeable")
Summary of Residuals:
Min 1Q Median 3Q Max
-5.9273676 -2.0072725 -0.7169515 2.3709969 8.2377283
Coefficients:
Estimate Naive S.E. Naive z Robust S.E. Robust z
(Intercept) 4.1450504 0.331866699 12.490106 0.264666616 15.661403
x 1.5155102 0.008479614 178.723972 0.006854627 221.093020
z 0.6463947 0.111148094 5.815617 0.100379444 6.439513
tind 1.5986872 0.163851622 9.756920 0.175947744 9.086148
x:tind 0.1434216 0.005288708 27.118450 0.005924767 24.207123
z:tind 4.2951055 0.168647198 25.467992 0.166776520 25.753658
Estimated Scale Parameter: 6.800334
Number of Iterations: 10
Any helps would be very much appreciated!
Thank you,
Carrie--
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