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Published 20 hours ago • verified publisher icon jrfiedler

Why GEE gives the right coefficients and better standard errors?

Open roofkitty opened this issue 6 years ago • 1 comments

It is mentioned in Chapter 12 and section 12.2 that WLS gives the right coefficients but the standard error is off and GEE gives better standard errors. Can you provide more detail about this statement?

roofkitty avatar Mar 03 '19 23:03 roofkitty

The book authors (Hernán and Robins) co-authored a paper that gives more detail and additional references:

Hernán MA, Brumback B, Robins JM. Marginal structural models to estimate the joint causal effect of nonrandomized treatments. Journal of the American Statistical Association 2001; 96(454):440-448

jrfiedler avatar Mar 09 '19 22:03 jrfiedler