[R] analysis of data with observation weights
bojaniss
bojaniss at poczta.onet.pl
Fri Nov 15 17:01:48 CET 2002
Hello Thomas,
Friday, November 15, 2002, 4:35:13 PM, you wrote:
TL> The weights argument to lm and glm will give the right point estimates.
TL> The standard errors will potentially be wrong. This can be fixed with
TL> `sandwich' standard errors, so one option is to use gee() with each
TL> observation being in a `group' on its own. Similarly, the `robust'
TL> standard errors in coxph() will allow probability-weighted survival
TL> analyses.
TL> The sandwich standard errors used by gee() are not quite the same as the
TL> ones used by survey samplers, but they are very similar and they are
TL> consistent estimates of the same thing.
TL> The usual linear model standard errors are often pretty good even for
TL> probability weighting as long as important covariates aren't strongly
TL> associated with the weights.
TL> -thomas
Where can I find the gee() function, it's not in base package nor in
any packages I have installed.
I use R 1.5.1
Thank you.
~,~`~,~`~,~`~,~`~,~`~,~`~,~`~,~`~,~`~,~`~,~`~,~`~,~`~,~`~,~`~,~
Michal Bojanowski mailto:mbojanowski at samba.iss.uw.edu.pl
Polish General Social Survey
Institute for Social Studies
University of Warsaw
http://www.iss.uw.edu.pl/
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