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Title:Generalized Estimation Equation Solver
Version:4.13-29
Depends:stats
Suggests:MASS
Date:2024-12-10
DateNote:Gee version 1998-01-27
Description:Generalized Estimation Equation solver.
License:GPL-2
NeedsCompilation:yes
Packaged:2024-12-10 15:20:40 UTC; ripley
Author:Vincent J Carey [aut], Thomas S Lumley [trl] (R port of versions 3.13 and 4.4), Cleve Moler [ctb] (LINPACK routines in src/d*), Brian Ripley [trl, cre, ctb] (R port of version 4.13 and updates)
Maintainer:Brian Ripley <Brian.Ripley@R-project.org>
Repository:CRAN
Date/Publication:2024-12-11 10:04:11 UTC

Function to solve a Generalized Estimation Equation Model

Description

Produces an object of class"gee" which is a Generalized Estimation Equation fit of the data.

Usage

gee(formula, id,    data, subset, na.action,    R = NULL, b = NULL,    tol = 0.001, maxiter = 25,    family = gaussian, corstr = "independence",    Mv = 1, silent = TRUE, contrasts = NULL,    scale.fix = FALSE, scale.value = 1, v4.4compat = FALSE)

Arguments

formula

a formula expression as for other regression models, of the formresponse ~ predictors. See the documentation oflm andformula for details.

id

a vector which identifies the clusters. The length ofid should bethe same as the number of observations. Data are assumed to be sortedso that observations on a cluster are contiguous rows for all entitiesin the formula.

data

an optional data frame in which to interpret the variables occurringin theformula, along with theid andn variables.

subset

expression saying which subset of the rows of the data should be usedin the fit. This can be a logical vector (which is replicated to havelength equal to the number of observations), or a numeric vectorindicating which observation numbers are to be included, or acharacter vector of the row names to be included.All observations are included by default.

na.action

a function to filter missing data. Forgee onlyna.omitshould be used here.

R

a square matrix of dimension maximum cluster size containing the userspecified correlation. This is only appropriate ifcorstr = "fixed".

b

an initial estimate for the parameters.

tol

the tolerance used in the fitting algorithm.

maxiter

the maximum number of iterations.

family

afamily object: a list of functions and expressions fordefining link and variance functions. Families supportedingee aregaussian,binomial,poisson,Gamma, andquasi;see theglm andfamily documentation.Some links are not currently available:1/mu^2 andsqrt havenot been hard-coded in the ‘⁠cgee⁠’ engine at present.The inverse gaussian variance function is not available.All combinations of remaining functions can be obtainedeither by family selection or by the use ofquasi.

corstr

a character string specifying the correlation structure.The following are permitted:"independence","fixed","stat_M_dep","non_stat_M_dep","exchangeable","AR-M" and"unstructured"

Mv

Whencorstr is"stat_M_dep","non_stat_M_dep",or"AR-M" thenMv must be specified.

silent

a logical variable controlling whether parameter estimates at eachiteration are printed.

contrasts

a list giving contrasts for some or all of the factors appearingin the model formula. The elements of the list should have thesame name as the variable and should be either a contrast matrix(specifically, any full-rank matrix with as many rows as there arelevels in the factor), or else a function to compute such a matrixgiven the number of levels.

scale.fix

a logical variable; if true, the scale parameter is fixed atthe value ofscale.value.

scale.value

numeric variable giving the value to which the scale parametershould be fixed; used only ifscale.fix == TRUE.

v4.4compat

logical variable requesting compatibility of correlationparameter estimates with previous versions; the currentversion revises to be more faithful to the Liang and Zeger (1986)proposals (compatible with the Groemping SAS macro, version 2.03)

Details

Though input data need not be sorted by the variablenamed"id", the programwill interpret physically contiguous records possessing thesame value ofid as members of the same cluster. Thus itis possible to use the following vector as anid vectorto discriminate 4 clusters of size 4:c(0,0,0,0,1,1,1,1,0,0,0,0,1,1,1,1).

Value

An object of class"gee" representing the fit.

Side Effects

Offsets must be specified in the model formula, as inglm.

Note

This is version 4.8 of this user documentation file, revised98/01/27. The assistance of Dr B Ripley is gratefully acknowledged.

References

Liang, K.Y. and Zeger, S.L. (1986)Longitudinal data analysis using generalized linear models.Biometrika,73 13–22.

Zeger, S.L. and Liang, K.Y. (1986)Longitudinal data analysis for discrete and continuous outcomes.Biometrics,42 121–130.

See Also

glm,lm,formula.

Examples

data(warpbreaks)## marginal analysis of random effects model for woolsummary(gee(breaks ~ tension, id=wool, data=warpbreaks, corstr="exchangeable"))## test for serial correlation in blockssummary(gee(breaks ~ tension, id=wool, data=warpbreaks, corstr="AR-M", Mv=1))if(require(MASS)) {data(OME)## not fully appropriate link for these data.(fm <- gee(cbind(Correct, Trials-Correct) ~ Loud + Age + OME, id = ID,           data = OME, family = binomial, corstr = "exchangeable"))summary(fm)}

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