Criteria to Select a Working Correlation Structure for the Generalized Estimating Equations Method inSAS

Working-correlation-structure identification in generalized estimating equations.

Selecting an appropriate working correlation structure is pertinent to clustered data analysis using generalized estimating equations (GEE) because an inappropriate choice will lead to inefficient parameter estimation. We investigate the well-known criterion of QIC for selecting a working correlation structure, and have found that performance of the QIC is deteriorated by a term that is theoret...

Selecting the Working Correlation Structure in Generalized Estimating Equations with Application to the Lung Health Study

The generalized estimating equation GEE approach is becoming more and more popular in handling correlated response data for example in longitudinal studies An attractive property of the GEE is that one can use some working correlation structure that may be wrong but the resulting regression coe cient estimate is still consistent and asymptotically normal One convenient choice is the independenc...

A Generalized Estimating Equations

When inferences focus on population averages, one can directly model all of the marginal expectations E(Yij) = μij in terms of covariates of interest. This is typically done via h(μij) = x ′ ijβ, with h(·) some known link function, such as the logit link for binary responses. The marginal variance depends on the marginal mean according to Var(Yij) = v(μij)φ, where v(·) is a known variance funct...

Generalized Bootstrap for Estimating Equations

We introduce a generalized bootstrap technique for estimators obtained by solving estimating equations. Some special cases of this generalized bootstrap are the classical bootstrap of Efron, the deleted jackknife and variations of the Bayesian bootstrap. The use of the proposed technique is discussed in some examples. Distributional consistency of the method is established and an asymptotic rep...

Regularity Criteria for the Generalized MHD Equations