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Re: st: multiple weights per person in GEE?


From   sjsamuels@gmail.com
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: multiple weights per person in GEE?
Date   Thu, 23 Jul 2009 11:55:54 -0400

Because the SAS output shows the SCALE parameter, I think that Ariel
reported the model-based, not the empirical,  standard errors.  If I
recall,   model-based standard errors ignore the clustering (REPEATED
statement) and so, are just OLS.   The ratio of the total sample size
to the number of clusters is about 25:1, with a square root of 5:1.
This would account for some, but not all, of the standard-error
discrepancies. Ariel, please show the second part of the GENMOD
results.

-Steve

On Wed, Jul 22, 2009 at 1:30 PM, Joseph Coveney<jcoveney@bigplanet.com> wrote:
> Ariel Linden wrote (excerpted):
>
> Here is the code I used for the comparative models GLM in Stata vs GEE in SAS.
>
> [output redacted]
>
> --------------------------------------------------------------------------------
>
> No answers--just a few observations:
>
> 1.  You've got Stata and SAS fitting different models (compare the values for
> scale).  SAS is fitting with an exchangeable working correlation, and Stata is
> fitting with an independent working correlation.  Is the exchangeable working
> correlation essential?  If not, then try TYPE=IND or CORR=IND on the REPEATED
> statement in PROC GENMOD.
>
> 2.  PROC GENMOD prints out two sets of coefficients and standard errors, as I
> recall, one with "model based" and the other with "empirical" standard errors.
> The latter is what I assume you're showing.  (The table's header got cut off in
> the cut-and-paste).
>
> 3.  Use [pweight = iptw], not [aweight = iptw].  It couldn't hurt to use the
> correct weighting scheme.
>
> Joseph Coveney
>
>
>
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-- 
Steven Samuels
sjsamuels@gmail.com
18 Cantine's Island
Saugerties NY 12477
USA
845-246-0774

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