%QLS SAS® Macro: A SAS Macro for Analysis of Longitudinal Data Using Quasi- Least Squares

Quasi-least squares (QLS) is an alternative computational approach for estimation of the correlation parameter in the framework of generalized estimating equations (GEE). QLS allows for easier implementation of some correlation structures that are not available for GEE. We describe a user-written SAS® macro called %QLS, and demonstrate application of our macro using a clinical trial example for the comparison of two treatments for a common toenail infection. %QLS also computes the lower and upper boundaries of the correlation parameter for analysis of longitudinal binary data that were described by Prentice (Biometrics 44 (1988), 1033–1048). Furthermore, it displays a warning message if the Prentice constraints are violated. This warning is not provided in existing GEE software packages and other packages that were recently developed for application of QLS (in Stata, Matlab, and R). %QLS allows for analysis of normal, binary, or Poisson data with one of the following working correlation structures: the first-order autoregressive (AR(1)), equicorrelated, Markov, or tri-diagonal structures.