GEE cluster standard errors and predictions for glm objects

Klaus Holst & Thomas Scheike

2024-02-16

Utility functions for GLM objects

Getting the OR with confidence intervals using the GEE (sandwhich) standard errors

set.seed(100)

library(mets)
data(bmt); 
bmt$id <- sample(1:100,408,replace=TRUE)

glm1 <- glm(tcell~platelet+age,bmt,family=binomial)
summaryGLM(glm1)
#> $coef
#>             Estimate Std.Err    2.5%   97.5%   P-value
#> (Intercept)  -2.4371  0.2225 -2.8732 -2.0009 6.481e-28
#> platelet      1.1368  0.3076  0.5340  1.7397 2.189e-04
#> age           0.5927  0.1551  0.2888  0.8966 1.319e-04
#> 
#> $or
#>               Estimate       2.5%     97.5%
#> (Intercept) 0.08741654 0.05651794 0.1352076
#> platelet    3.11688928 1.70573194 5.6955015
#> age         1.80895115 1.33489115 2.4513641
#> 
#> $fout
#> NULL

## GEE robust standard errors
summaryGLM(glm1,id=bmt$id)
#> $coef
#>             Estimate Std.Err    2.5%   97.5%   P-value
#> (Intercept)  -2.4371  0.2157 -2.8599 -2.0142 1.361e-29
#> platelet      1.1368  0.2830  0.5822  1.6914 5.877e-05
#> age           0.5927  0.1434  0.3117  0.8738 3.568e-05
#> 
#> $or
#>               Estimate       2.5%     97.5%
#> (Intercept) 0.08741654 0.05727471 0.1334211
#> platelet    3.11688928 1.79006045 5.4271903
#> age         1.80895115 1.36575550 2.3959664
#> 
#> $fout
#> NULL

Predictions also simple

age <- seq(-2,2,by=0.1)
nd <- data.frame(platelet=0,age=seq(-2,2,by=0.1))
pnd <- predictGLM(glm1,nd)
head(pnd$pred)
#>      Estimate       2.5%      97.5%
#> p1 0.02601899 0.01115243 0.05951051
#> p2 0.02756409 0.01214068 0.06136414
#> p3 0.02919819 0.01321187 0.06328733
#> p4 0.03092608 0.01437206 0.06528441
#> p5 0.03275278 0.01562757 0.06736019
#> p6 0.03468351 0.01698493 0.06952008
plot(age,pnd$pred[,1],type="l",ylab="predictions",xlab="age",ylim=c(0,0.3))
matlines(age,pnd$pred[,-1],col=2)

SessionInfo

sessionInfo()
#> R version 4.3.2 (2023-10-31)
#> Platform: aarch64-apple-darwin22.6.0 (64-bit)
#> Running under: macOS Sonoma 14.3.1
#> 
#> Matrix products: default
#> BLAS:   /Users/kkzh/.asdf/installs/R/4.3.2/lib/R/lib/libRblas.dylib 
#> LAPACK: /Users/kkzh/.asdf/installs/R/4.3.2/lib/R/lib/libRlapack.dylib;  LAPACK version 3.11.0
#> 
#> locale:
#> [1] en_US.UTF-8/en_US.UTF-8/en_US.UTF-8/C/en_US.UTF-8/en_US.UTF-8
#> 
#> time zone: Europe/Copenhagen
#> tzcode source: internal
#> 
#> attached base packages:
#> [1] stats     graphics  grDevices utils     datasets  methods   base     
#> 
#> other attached packages:
#> [1] mets_1.3.4     timereg_2.0.5  survival_3.5-7
#> 
#> loaded via a namespace (and not attached):
#>  [1] cli_3.6.2           knitr_1.45          rlang_1.1.3        
#>  [4] xfun_0.41           highr_0.10          jsonlite_1.8.8     
#>  [7] listenv_0.9.1       future.apply_1.11.1 lava_1.7.4         
#> [10] htmltools_0.5.6.1   sass_0.4.7          rmarkdown_2.25     
#> [13] grid_4.3.2          evaluate_0.23       jquerylib_0.1.4    
#> [16] fastmap_1.1.1       mvtnorm_1.2-4       yaml_2.3.7         
#> [19] numDeriv_2016.8-1.1 compiler_4.3.2      codetools_0.2-19   
#> [22] ucminf_1.2.0        Rcpp_1.0.12         future_1.33.1      
#> [25] lattice_0.22-5      digest_0.6.34       R6_2.5.1           
#> [28] parallelly_1.37.0   parallel_4.3.2      splines_4.3.2      
#> [31] bslib_0.5.1         Matrix_1.6-5        tools_4.3.2        
#> [34] globals_0.16.2      cachem_1.0.8