[R] questions about the output of "gee" and its summary

[Thomas Lumley]

On Sun, May 8, 2011 at 6:36 PM, Carrie Li <carrieandstat at gmail.com> wrote:
> 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 ??

Yes.

The printout above gives the starting values obtained by running
glm(), not the results of gee().  If you use summary() on the model
object, or just print the model object you will get the results of
gee().

   -thomas

-- 
Thomas Lumley
Professor of Biostatistics
University of Auckland