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Though it could be a pet form of some other name, it's also possible that his given name is Agee. Agee is after all a well-known surname. James Agee was a famous American author:

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http://www.pbs.org/wnet/ihas/poet/agee.html

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The original ancestors of the Agee family in the USA were French Huguenots, but the exact origin of their name in France is unknown at this time.