Re: [R] Weird SEs with effect()

From: John Fox <jfox_at_mcmaster.ca>
Date: Sat, 16 Feb 2008 15:22:24 -0500

Dear Gustaf,

>From ?effect, "se: a vector of standard errors for the effect, on the scale
of the linear predictor." Does that help?

Regards,
 John



John Fox, Professor
Department of Sociology
McMaster University
Hamilton, Ontario, Canada L8S 4M4
905-525-9140x23604
http://socserv.mcmaster.ca/jfox

> -----Original Message-----
> From: r-help-bounces_at_r-project.org [mailto:r-help-bounces_at_r-
> project.org] On Behalf Of Gustaf Granath
> Sent: February-16-08 11:43 AM
> To: r-help_at_r-project.org
> Subject: [R] Weird SEs with effect()
>
> Hi all,
>
> Im a little bit confused concerning the effect() command, effects
> package.
> I have done several glm models with family=quasipoisson:
>
> model <-glm(Y~X+Q+Z,family=quasipoisson)
>
> and then used
>
> results.effects <-effect("X",model,se=TRUE)
>
> to get the "adjusted means". I am aware about the debate concerning
> adjusted means, but you guys just have to trust me - it makes sense
> for me.
> Now I want standard error for these means.
>
> results.effects$se
>
> gives me standard error, but it is now it starts to get confusing. The
> given standard errors are very very very small - not realistic. I
> thought that maybe these standard errors are not back transformed so I
> used exp() and then the standard errors became realistic. However, for
> one of my glm models with quasipoisson the standard errors make kind
> of sense without using exp() and gets way to big if I use exp(). To be
> honest, I get the feeling that Im on the wrong track here.
>
> Basically, I want to know how SE is calculated in effect() (all I know
> is that the reported standard errors are for the fitted values) and if
> anyone knows what is going on here.
>
> Regards,
>
> Gustaf Granath
>
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