Re: [R] gee p values

2010-09-10 Thread Peng, C

There are two z-scores reported in the summary: Naive z and Robust z.

pvalue=2*min(pnorm(z-score), 1-pnorm(z-score))   # two-sided test

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Re: [R] gee p values

2010-09-10 Thread John Sorkin
Peng,
If the answer were as simple as you suggest, I would expect that gee would 
automatically produce the p values. Since gee does not produce the values, I 
fear that the computation may be more complex, or perhaps computing p values 
from gee may be controversial. Do you know which, if either of my speculations 
is true?
Thank you,
John




John David Sorkin M.D., Ph.D.
Chief, Biostatistics and Informatics
University of Maryland School of Medicine Division of Gerontology
Baltimore VA Medical Center
10 North Greene Street
GRECC (BT/18/GR)
Baltimore, MD 21201-1524
(Phone) 410-605-7119
(Fax) 410-605-7913 (Please call phone number above prior to faxing) Peng, 
C cpeng@gmail.com 9/10/2010 8:06 AM 

There are two z-scores reported in the summary: Naive z and Robust z.

pvalue=2*min(pnorm(z-score), 1-pnorm(z-score))   # two-sided test

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Re: [R] gee p values

2010-09-10 Thread Ben Bolker
John Sorkin jsorkin at grecc.umaryland.edu writes:

 
 Peng,
 If the answer were as simple as you suggest, I would expect that gee would
automatically produce the p
 values. Since gee does not produce the values, I fear that the computation may
be more complex, or perhaps
 computing p values from gee may be controversial. Do you know which, if either
of my speculations is true?
 Thank you,
 John

  May be worth following up on r-sig-mixed-models .  My guess would be
that if you're willing to treat your data set as 'large' (e.g. your
guess is that the 'residual degrees of freedom', whatever that may
mean, are  40 ), then you could go ahead and use the naive translation
from Z-score to p-value; otherwise it probably devolves to the
usual 'effective residual degrees of freedom for complex multilevel/
smoothing models' can of worms.

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[R] gee p values

2010-09-09 Thread John Sorkin
windows Vista
R 2.10.1

Is it possible to get p values from gee? Summary(geemodel) does not appear to 
produce p values.:


 fit4- gee(y~time, id=Subject, data=data.frame(data))
Beginning Cgee S-function, @(#) geeformula.q 4.13 98/01/27
running glm to get initial regression estimate
(Intercept)time 
  1.1215614   0.8504413 
 summary(fit4)

 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: Independent 

Call:
gee(formula = y ~ time, id = Subject, data = data.frame(data))

Summary of Residuals:
  Min1QMedian3Q   Max 
-2.5224390768 -1.4384989365 -0.0006304408  1.4385426203  2.5229173416 


Coefficients:
 Estimate Naive S.E.  Naive z Robust S.E.  Robust z
(Intercept) 1.1215614  0.8023886 1.397778  0.31918831  3.513792
time0.8504413  0.0993967 8.556031  0.03851821 22.078938

Estimated Scale Parameter:  2.642821
Number of Iterations:  1

Working Correlation
 [,1] [,2] [,3]
[1,]100
[2,]010
[3,]001


John David Sorkin M.D., Ph.D.
Chief, Biostatistics and Informatics
University of Maryland School of Medicine Division of Gerontology
Baltimore VA Medical Center
10 North Greene Street
GRECC (BT/18/GR)
Baltimore, MD 21201-1524
(Phone) 410-605-7119
(Fax) 410-605-7913 (Please call phone number above prior to faxing)

Confidentiality Statement:
This email message, including any attachments, is for th...{{dropped:6}}

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