T > ; ; some imaginary data ; (defun flatten (x) (apply #'append x)) FLATTEN > (def smoking (repeat '("never" "past" "current") 20)) SMOKING > (def sex (repeat '("M" "F") 30)) SEX > (def group (flatten (mapcar #'(lambda (x) (repeat x 2)) (iseq 1 30)))) GROUP > (def age (+ 40 (* 5 (normal-rand 60)))) AGE > (def y (+ (/ age 100) (normal-rand 60))) Y > ; (def maineffects (as-formula '( (factor smoking) (factor sex) (term age)))) MAINEFFECTS > (def plusinteractions (as-formula '( (factor smoking) (factor sex) (term age) (interaction (list smoking sex)) (interaction (list smoking age) :is-factor (list t nil))))) PLUSINTERACTIONS > ; (def main-model (gee-model :x maineffects :y y :g group :error normal-error )) No correlation specified, using *gee-default-correlation* No link specified - canonical link used Iteration 1: quasideviance = 65.7656 Iteration 2: quasideviance = 42.9451 GEE Estimates: Block Wald Chisq p-value Intercept 6.13102E-3 0.9376 Variable Estimate Std.Err. p-value Intercept 7.58924E-2 (0.969241) 0.9376 AGE 0.15545 0.6934 Variable Estimate Std.Err. p-value AGE 1.02229E-2 (2.592872E-2) 0.6934 SEX 0.20170 0.6534 Variable Estimate Std.Err. p-value (SEX M) -0.11137 (0.247980) 0.6534 SMOKING 1.9894 0.3698 Variable Estimate Std.Err. p-value (SMOKING past) 0.35846 (0.265187) 0.1765 (SMOKING never) 0.16317 (0.263285) 0.5354 Scale Estimate: 0.715752 Independence model deviance: 42.9451 Number of cases: 60 Link: # Variance function: Normal error Independence Working Model MAIN-MODEL > (send main-model :display) GEE Estimates: Coefficient Std Error Naive Std Error Constant 7.589237E-2 (0.969241) (0.989719) AGE 1.022285E-2 (2.592872E-2) (2.561679E-2) (SEX M) -0.111369 (0.247980) (0.220216) (SMOKING never) 0.163171 (0.263285) (0.275687) (SMOKING past) 0.358462 (0.265187) (0.267708) Scale Estimate: 0.715752 Independence model deviance: 42.9451 Number of cases: 60 Link: # Variance function: Normal error Independence Working Model NIL > (send main-model :display-with-formula) GEE Estimates: Block Wald Chisq p-value Intercept 6.13102E-3 0.9376 Variable Estimate Std.Err. p-value Intercept 7.58924E-2 (0.969241) 0.9376 AGE 0.15545 0.6934 Variable Estimate Std.Err. p-value AGE 1.02229E-2 (2.592872E-2) 0.6934 SEX 0.20170 0.6534 Variable Estimate Std.Err. p-value (SEX M) -0.11137 (0.247980) 0.6534 SMOKING 1.9894 0.3698 Variable Estimate Std.Err. p-value (SMOKING past) 0.35846 (0.265187) 0.1765 (SMOKING never) 0.16317 (0.263285) 0.5354 Scale Estimate: 0.715752 Independence model deviance: 42.9451 Number of cases: 60 Link: # Variance function: Normal error Independence Working Model NIL > (send main-model :display-with-formula :block-only nil) GEE Estimates: Block Wald Chisq p-value Intercept 6.13102E-3 0.9376 Variable Estimate Std.Err. p-value Intercept 7.58924E-2 (0.969241) 0.9376 AGE 0.15545 0.6934 Variable Estimate Std.Err. p-value AGE 1.02229E-2 (2.592872E-2) 0.6934 SEX 0.20170 0.6534 Variable Estimate Std.Err. p-value (SEX M) -0.11137 (0.247980) 0.6534 SMOKING 1.9894 0.3698 Variable Estimate Std.Err. p-value (SMOKING past) 0.35846 (0.265187) 0.1765 (SMOKING never) 0.16317 (0.263285) 0.5354 Scale Estimate: 0.715752 Independence model deviance: 42.9451 Number of cases: 60 Link: # Variance function: Normal error Independence Working Model NIL > (def *gee-display-block-only* nil) *GEE-DISPLAY-BLOCK-ONLY* > (def big-model (gee-model :x plusinteractions :y y :g group :error normal-error)) No correlation specified, using *gee-default-correlation* No link specified - canonical link used Iteration 1: quasideviance = 65.7656 Iteration 2: quasideviance = 36.5135 GEE Estimates: Block Wald Chisq p-value Intercept 0.44296 0.5057 Variable Estimate Std.Err. p-value Intercept -0.54611 (0.820538) 0.5057 (INTERACTION SMOKING AGE) 0.42691 0.8078 Variable Estimate Std.Err. p-value ((SMOKING past) AGE) -2.32284E-2 (6.440621E-2) 0.7184 ((SMOKING never) AGE) -3.99655E-2 (6.321783E-2) 0.5273 (INTERACTION SMOKING SEX) 18.130 0.0001 Variable Estimate Std.Err. p-value ((SMOKING past) (SEX M)) 1.5750 (0.402771) 0.0001 ((SMOKING never) (SEX M)) 1.1958 (0.446857) 0.0074 AGE 2.6253 0.1052 Variable Estimate Std.Err. p-value AGE 3.88662E-2 (2.398747E-2) 0.1052 SEX 21.472 0.0000 Variable Estimate Std.Err. p-value (SEX M) -1.0573 (0.228167) 0.0000 SMOKING 0.20659 0.9019 Variable Estimate Std.Err. p-value (SMOKING past) 0.45690 (2.30613) 0.8429 (SMOKING never) 1.1224 (2.51109) 0.6549 Scale Estimate: 0.608558 Independence model deviance: 36.5135 Number of cases: 60 Link: # Variance function: Normal error Independence Working Model BIG-MODEL > (send big-model :display) GEE Estimates: Coefficient Std Error Naive Std Error Constant -0.546113 (0.820538) (1.55790) ((SMOKING never) AGE) -3.996551E-2 (6.321783E-2) (6.442987E-2) ((SMOKING past) AGE) -2.322840E-2 (6.440621E-2) (5.496470E-2) ((SMOKING never) (SEX M)) 1.19584 (0.446857) (0.505199) ((SMOKING past) (SEX M)) 1.57497 (0.402771) (0.504483) AGE 3.886623E-2 (2.398747E-2) (4.161342E-2) (SEX M) -1.05728 (0.228167) (0.364347) (SMOKING never) 1.12244 (2.51109) (2.54266) (SMOKING past) 0.456904 (2.30613) (2.09772) Scale Estimate: 0.608558 Independence model deviance: 36.5135 Number of cases: 60 Link: # Variance function: Normal error Independence Working Model NIL > (send big-model :display-with-formula) GEE Estimates: Block Wald Chisq p-value Intercept 0.44296 0.5057 Variable Estimate Std.Err. p-value Intercept -0.54611 (0.820538) 0.5057 (INTERACTION SMOKING AGE) 0.42691 0.8078 Variable Estimate Std.Err. p-value ((SMOKING past) AGE) -2.32284E-2 (6.440621E-2) 0.7184 ((SMOKING never) AGE) -3.99655E-2 (6.321783E-2) 0.5273 (INTERACTION SMOKING SEX) 18.130 0.0001 Variable Estimate Std.Err. p-value ((SMOKING past) (SEX M)) 1.5750 (0.402771) 0.0001 ((SMOKING never) (SEX M)) 1.1958 (0.446857) 0.0074 AGE 2.6253 0.1052 Variable Estimate Std.Err. p-value AGE 3.88662E-2 (2.398747E-2) 0.1052 SEX 21.472 0.0000 Variable Estimate Std.Err. p-value (SEX M) -1.0573 (0.228167) 0.0000 SMOKING 0.20659 0.9019 Variable Estimate Std.Err. p-value (SMOKING past) 0.45690 (2.30613) 0.8429 (SMOKING never) 1.1224 (2.51109) 0.6549 Scale Estimate: 0.608558 Independence model deviance: 36.5135 Number of cases: 60 Link: # Variance function: Normal error Independence Working Model NIL > (send big-model :display-with-formula :block-only t) GEE Estimates: Block Wald Chisq p-value Intercept 0.44296 0.5057 (INTERACTION SMOKING AGE) 0.42691 0.8078 (INTERACTION SMOKING SEX) 18.130 0.0001 AGE 2.6253 0.1052 SEX 21.472 0.0000 SMOKING 0.20659 0.9019 Scale Estimate: 0.608558 Independence model deviance: 36.5135 Number of cases: 60 Link: # Variance function: Normal error Independence Working Model NIL > (dribble)