Criteria for working-correlation-structure selection in GEE: Assessment via simulation

Hin, Lin-Yee, Carey, Vincent J., & Wang, You-Gan (2007) Criteria for working-correlation-structure selection in GEE: Assessment via simulation. American Statistician, 61(4), pp. 360-364.

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Abstract

Efficiency of analysis using generalized estimation equations is enhanced when intracluster correlation structure is accurately modeled. We compare two existing criteria (a quasi-likelihood information criterion, and the Rotnitzky-Jewell criterion) to identify the true correlation structure via simulations with Gaussian or binomial response, covariates varying at cluster or observation level, and exchangeable or AR(l) intracluster correlation structure. Rotnitzky and Jewell's approach performs better when the true intracluster correlation structure is exchangeable, while the quasi-likelihood criteria performs better for an AR(l) structure.

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26 citations in Web of Science®

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ID Code: 90515
Item Type: Journal Article
Refereed: Yes
Keywords: clustered data, correlation structure, generalized estimating equation, generalized estimating equations, linear-models
DOI: 10.1198/000313007x245122
ISSN: 0003-1305
Divisions: Current > QUT Faculties and Divisions > Science & Engineering Faculty
Deposited On: 18 Nov 2015 01:59
Last Modified: 18 Nov 2015 01:59

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