Dear R users,
If anyone can tell me how to extract the p values from the output of gee?
They are easily computed from the output of summary(gee(...)) which prints either a "z" or a "t" depending in the "family" option. z follows, under the null hypothesis, a normal distribution N(0, 1), you have the corresponding P-value with (for a two-tailed test):
2 * (1 - pnorm(abs(z)))
t follows a 'Student' distribution with df degrees of freedom given by N- k - 1, where N is the number of observations, and k is the number of estimated paramaters. I think, but am not definitely sure, that N is counted among all clusters, and k is the number of parameters in the GLM eventually included the estimated scale (correlation parameters are not counted). As above, you have the P-value with:
2 * (1 - pnorm(abs(t), df))
HTH
Emmanuel Paradis
Many thanks in advance.
Yu-Kang
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