geesmv (version 1.3)

GEE.var.gst: A modified GEE Variance Estimator Proposed by Gosho et al.(2014)

Description

Calculate the modified GEE variance estimator proposed by Gosho et al. (2014).

Usage

GEE.var.gst(formula,id,family=gaussian,data,corstr="independence")

Arguments

formula

an object of class "formula" (or one that can be coerced to that class): a formula expression as for other regression models to be fitted, of the form response ~ predictors. The details of formula specification can be seen in glm() and gee().

id

a vector which identifies the clusters. The length of id should be the same as the total number of observations. Data is assumed to be sorted so that observations on a cluster are contiguous rows for all entities in the formula.

family

a family object: a list of functions and expressions for defining link and variance functions to be used in the model. This can be a character string naming a family function including "gaussian", "binomial", and "poisson". See family for details of family functions in glm() and gee().

data

an optional data frame, list or environment (or object coercible by as.data.frame to a data frame) containing the variables in the model. If not found in data, the variables are taken from environment(formula).

corstr

a character string specifying working correlation structure: "independence", "AR-M","exchangeable", "unstructured" are possible.

Value

cov.beta

estimate of the variance for beta

cov.var

estimate of the variance-covariance matrix for the variance estimator

Details

Fit the model by GEE and provide the variance estimator based on Gosho et al.(2014). Gosho et al (2014) proposed to made an additional modification on Pan's estimator.

References

Gosho, M., Sato, Y. and Takeuchi, H. Robust covariance estimator for small-sample adjustment in the generalized estimating equations: A simulation study. Science Journal of Applied Mathematics and Statistics 2014;2(1):20-25.

Examples

data(dental)
data_alt <- reshape(dental, direction="long", timevar="Time", 
         varying=names(dental)[3:6], v.names="response", times=c(8,10,12,14))
data_alt <- data_alt[order(data_alt$subject),]
data_alt$gender <- as.numeric(data_alt$gender)
data_alt$Time <- sqrt(data_alt$Time)
formula <- response~Time+gender
gst.ind <- GEE.var.gst(formula,id="subject",family=gaussian,
        data_alt,corstr="independence") ##Independence correlation structure;              
gst.exch <- GEE.var.gst(formula,id="subject",family=gaussian,
        data_alt,corstr="exchangeable") ##Exchangeable correlation structure;     
gst.ar1 <- GEE.var.gst(formula,id="subject",family=gaussian,
        data_alt,corstr="AR-M") ##AR-1 correlation structure;          
gst.unstr <- GEE.var.gst(formula,id="subject",family=gaussian,
         data_alt,corstr="unstructured") ##Unstructured correlation structure;