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Why GEE gives the right coefficients and better standard errors? #4

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roofkitty opened this issue Mar 3, 2019 · 1 comment
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@roofkitty
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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?

@jrfiedler
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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

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