{"action":"created","issue":{"url":"https://api.github.com/repos/statsmodels/statsmodels/issues/2861","repository_url":"https://api.github.com/repos/statsmodels/statsmodels","labels_url":"https://api.github.com/repos/statsmodels/statsmodels/issues/2861/labels{/name}","comments_url":"https://api.github.com/repos/statsmodels/statsmodels/issues/2861/comments","events_url":"https://api.github.com/repos/statsmodels/statsmodels/issues/2861/events","html_url":"https://github.com/statsmodels/statsmodels/issues/2861","id":142085305,"number":2861,"title":"ENH: doubly robust GEE","user":{"login":"josef-pkt","id":440735,"avatar_url":"https://avatars.githubusercontent.com/u/440735?v=3","gravatar_id":"","url":"https://api.github.com/users/josef-pkt","html_url":"https://github.com/josef-pkt","followers_url":"https://api.github.com/users/josef-pkt/followers","following_url":"https://api.github.com/users/josef-pkt/following{/other_user}","gists_url":"https://api.github.com/users/josef-pkt/gists{/gist_id}","starred_url":"https://api.github.com/users/josef-pkt/starred{/owner}{/repo}","subscriptions_url":"https://api.github.com/users/josef-pkt/subscriptions","organizations_url":"https://api.github.com/users/josef-pkt/orgs","repos_url":"https://api.github.com/users/josef-pkt/repos","events_url":"https://api.github.com/users/josef-pkt/events{/privacy}","received_events_url":"https://api.github.com/users/josef-pkt/received_events","type":"User","site_admin":false},"labels":[{"url":"https://api.github.com/repos/statsmodels/statsmodels/labels/comp-genmod","name":"comp-genmod","color":"ededed"},{"url":"https://api.github.com/repos/statsmodels/statsmodels/labels/comp-treatment","name":"comp-treatment","color":"ededed"},{"url":"https://api.github.com/repos/statsmodels/statsmodels/labels/type-enh","name":"type-enh","color":"99ffff"}],"state":"open","locked":false,"assignee":null,"assignees":[],"milestone":null,"comments":2,"created_at":"2016-03-19T17:40:56Z","updated_at":"2016-09-23T01:49:01Z","closed_at":null,"body":"(mainly a reference, and possibly a reference for unit tests)\r\n\r\nhttps://cran.r-project.org/web/packages/drgee/index.html\r\n\r\nhttp://www.degruyter.com/view/j/em.2015.4.issue-1/em-2014-0021/em-2014-0021.xml\r\nZetterqvist, Johan, and Arvid Sjölander. 2015. “Doubly Robust Estimation with the R Package Drgee.” Epidemiologic Methods 4 (1): 69–86. doi:10.1515/em-2014-0021.\r\n\r\nI don't have access to the article and didn't find an ungated version.\r\n\r\nMight only add longitudinal to what can be done with GLM/GMM.\r\nIn skimming abstracts from other articles, often only the independence working correlation is used in double robust GEE type models. In that case, we can replicate using GLM/GMM directly.\r\n\r\n(Note IPW requires that probability weights, or at least var_weights are implemented. #2455 so far can only use linear outcome model because WLS was the only model with weights. GLM has now freq_weights added in #2835.)\r\n"},"comment":{"url":"https://api.github.com/repos/statsmodels/statsmodels/issues/comments/249080022","html_url":"https://github.com/statsmodels/statsmodels/issues/2861#issuecomment-249080022","issue_url":"https://api.github.com/repos/statsmodels/statsmodels/issues/2861","id":249080022,"user":{"login":"josef-pkt","id":440735,"avatar_url":"https://avatars.githubusercontent.com/u/440735?v=3","gravatar_id":"","url":"https://api.github.com/users/josef-pkt","html_url":"https://github.com/josef-pkt","followers_url":"https://api.github.com/users/josef-pkt/followers","following_url":"https://api.github.com/users/josef-pkt/following{/other_user}","gists_url":"https://api.github.com/users/josef-pkt/gists{/gist_id}","starred_url":"https://api.github.com/users/josef-pkt/starred{/owner}{/repo}","subscriptions_url":"https://api.github.com/users/josef-pkt/subscriptions","organizations_url":"https://api.github.com/users/josef-pkt/orgs","repos_url":"https://api.github.com/users/josef-pkt/repos","events_url":"https://api.github.com/users/josef-pkt/events{/privacy}","received_events_url":"https://api.github.com/users/josef-pkt/received_events","type":"User","site_admin":false},"created_at":"2016-09-23T01:49:01Z","updated_at":"2016-09-23T01:49:01Z","body":"I got and read Zetterqvist, Johan, and Arvid Sjölander. 2015 about drgee\r\n\r\nThe main difference to Stata or similar (other R packages) is that it is estimating a function for the effect of the treatment instead of a ATE, i.e. a conditional effect if there are interaction terms with other outcome variables, but taking out the nuisance variables from the outcome equation in the usual way.  \r\nI didn't see it clearly specified from which reference the model comes from, but I didn't check any of their references.\r\n\r\n(treatment is called exposure in epidemiology)"}}
{"actor":{"display_login":"josef-pkt"}}