I’m comparing two two-level multilevel models – fit0 and fit1 – and want to know if the difference slope between the two models is significant. As the approach by Clogg et al. (1995) does not allow nested data, I use GEE models and the compCoef function of the package “geepack” (https://cran.r-project.org/web/packages/geepack/geepack.pdf). I did run my models and employed the compCoef function as followed:
fit0 <- geese(mom_MH_CS ~ 1 + CR_unpl_and_pl_MC + nr_entry + day_sitnumberneg_MC + day_sitnumberpos_MC + grandmean_NA_unpl + grandmean_PA_pl + trait_gender, id = vp_initials, data = mds_fakenames, corstr = "un")
fit1 <- geese(mom_MH_CS ~ 1 + CR_unpl_and_pl_MC + nr_entry + day_sitnumberneg_MC + day_sitnumberpos_MC + grandmean_NA_unpl + grandmean_PA_pl + trait_gender, id = vp_initials, data = mds, corstr = "un")
compCoef(fit0, fit1)
However, I have problems interpreting the variance table provided by R. namely, I do not know for certain how to obtain the standard deviation or standard error required to obtain the z-score. I didn’t find an answer for it neither in the pdf-guideline nor in the related paper of Yang et al. (2001; https://www.jstor.org/stable/41999419). Thus, I would like to ask you which of the following values you would choose for the error variance of CR_unpl_and_pl_MC – or if you would say it isn’t stated at all.
Thank you very much for your assistance
~Erefin
And now here’s the aforementioned table:
$variance
beta_(Intercept) beta_CR_unpl_and_pl_MC beta_nr_entry beta_day_sitnumberneg_MC beta_day_sitnumberpos_MC
beta_(Intercept) 0.000081890472 -0.000001410043 0.000005539705 0.000048402922 0.000048411871
beta_CR_unpl_and_pl_MC -0.000001410043 0.000227988689 -0.000004134354 -0.000015684815 -0.000056329257
beta_nr_entry 0.000005539705 -0.000004134354 0.000001137281 0.000006325759 0.000006822137
beta_day_sitnumberneg_MC 0.000048402922 -0.000015684815 0.000006325759 0.000044558401 0.000045579655
beta_day_sitnumberpos_MC 0.000048411871 -0.000056329257 0.000006822137 0.000045579655 0.000057384384
beta_grandmean_NA_unpl 0.000029022541 -0.000009342169 0.000004161044 0.000026915631 0.000028121915
beta_grandmean_PA_pl -0.000080381837 0.000027915699 -0.000010935171 -0.000071103276 -0.000074670748
beta_trait_gender -0.000143420550 0.000047145153 -0.000017997632 -0.000117529393 -0.000123421272
beta_grandmean_NA_unpl beta_grandmean_PA_pl beta_trait_gender
beta_(Intercept) 0.000029022541 -0.00008038184 -0.00014342055
beta_CR_unpl_and_pl_MC -0.000009342169 0.00002791570 0.00004714515
beta_nr_entry 0.000004161044 -0.00001093517 -0.00001799763
beta_day_sitnumberneg_MC 0.000026915631 -0.00007110328 -0.00011752939
beta_day_sitnumberpos_MC 0.000028121915 -0.00007467075 -0.00012342127
beta_grandmean_NA_unpl 0.000021692294 -0.00004836462 -0.00007327497
beta_grandmean_PA_pl -0.000048364617 0.00012741010 0.00020168516
beta_trait_gender -0.000073274970 0.00020168516 0.00035669130