[R] negative binomial in GEE

2005-09-27 Thread Simon.Bond 
Dear R-help,


I was recently wanting to use GEE with the negative binomial family. It
seems that this is lacking in the otherwise excellent implementations of
the GEE methodology ( packages: gee, yags, geepack).

I would have thought it a simple step to allow the creation of a family,
i.e providing the link function (log mu) and the variance function (mu +
mu^2/theta) , assuming theta is specified; and then to let the gee code
do the business in a similar fashion to glm.

However the gee codes all seem to rely a set of C routines with either the
normal, poisson, or binomial, hardwired in.

Does anyone have any suggestions for a way round this problem for the
future (I had to resort to using Stata), or maybe more realistically, how
much work it would take to build an extendible version of the gee
algorithm?


thanks Simon Bond.

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Re: [R] negative binomial in GEE

2005-09-27 Thread Thomas Lumley 
On Tue, 27 Sep 2005, Simon.Bond wrote:


 Does anyone have any suggestions for a way round this problem for the
 future (I had to resort to using Stata), or maybe more realistically, how
 much work it would take to build an extendible version of the gee
 algorithm?


I don't think it would take that much work [and I've done it a couple of 
times, once in XLISP-Stat and once in SPIDA].  An entirely interpreted 
implementation will be relatively slow, though it might be possible to 
improve that quite a bit with sparse matrix techniques.

-thomas

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