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Taylor and Francis Group, The American Statistician, 4(61), p. 360-364

DOI: 10.1198/000313007x245122

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

Journal article published in 2007 by Lin-Yee Hin, Vincent J. Carey, You-Gan Wang
This paper is available in a repository.
This paper is available in a repository.

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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 Gaus-sian or binomial response, covariates varying at cluster or ob-servation level, and exchangeable or AR(1) intracluster correla-tion 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(1) structure.