[S] discrepencies found using GEE between Splus and STATA

Stefan Ma (stefan.ma@commed.hku.hk)
Tue, 7 Apr 1998 10:14:54 +0800 (HKT)


Dear S+ friends,

I am trying to use GEE in Splus for my data, however,
I firstly use the sample data (testgee) to practise
the programming before implmenting in my real data.

Eventually, I also use the sample data in STATA software,
but I found there are discrpancies of estimates and both
naive and robust SE from the results between
two software even quite they are close up to 6 decmial places.

In addition, I further check the GEE in Splus, I suppose
using " corstr="independence" " in GEE, the Naive S.E. in
GEE output are same as the S.E. in GLM output, unfortunately
they are not same in Splus output, but they agreeed in STATA.

I am attaching the outputs from STATA for your reference.

Thank you for your attention.

Stefan

PS: I am using 1) GEE ver 4.3 and S-Plus ver 3.4 in Solaris 2.5.1
2) STATA in win95
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