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Re: st: xtgee and corr(ind) vs corr(exch)


From   "Sarah A. Mustillo" <smustillo@psych.mc.duke.edu>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: xtgee and corr(ind) vs corr(exch)
Date   Fri, 01 Nov 2002 16:41:16 -0500

Garry -

My experience is that the coefficients DO vary in a GEE model, depending on the type of correlation structure specified. Changing the correlation structure changes the parameterization of the model. Quoting from Hardin and Hilbe (2002):

"Only one additional scalar parameter need be estimated if we believe that the observations within a panel follow no specific order and that they are equally correlated. Alternatively, we may hypothesize a more complicated structure under the belief that the observations within a panel do follow a specific order. Here, we may require a vector of additional parameters...or an entire matrix of parameters..."


So, both the coefficients and the standard errors can change if you change the correlation structure. That said, your difference sounds rather large and I have no explanation for that.

Hope this helps a little!

Sarah

--On Saturday, November 02, 2002 1:42 AM +1000 garryaa@unimelb.edu.au wrote:


Dear Statalist,

Why is it that a coefficient can differ by up to 4 standard errors when
an xtgee with corr(ind) is fitted compared to an xtgee with corr(exch) ?

I have about 20 clinics and 40 patients per clinic, with the one covarite
varying at the patient level, and the id variable is the clinic. The
intraclass correlation coefficient is about 0.4. My understanding is that
the expectation is that the coefficient should not differ when a
different correlation structure is fitted. The coefficient goes toward
the null when the exchangeable structure is fitted.

Kind regards, Garry

Vet. Science, Univ of Melbourne
g.anderson@unimelb.edu.au

--
garryaa@unimelb.edu.au

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Sarah A. Mustillo, Ph.D
Center for Developmental Epidemiology
Department of Psychiatry and Behavioral Sciences
Duke University School of Medicine
Box 3454
Durham NC 27710

919 687-4686 x234
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