GEE
Consistent
Marginal mean, robust (sandwich, heteroscedasticity-consistent) SEs, semiparametric (only specify mean and var)
Estimation: IRLS, not likelihood-based
Population average
Missing completely at random, wgeesel for MAR
GOF: qic
Assumptions: linearity
Correct even if intraclass correlation wrong if no misspecification
Clusters: panel, only one
Trajectories: average
Assumptions:
1. The responses Y1,Y2,…,Yn are correlated or clustered
2. There is a linear relationship between the covariates and a transformation of the response, described by the link function g
3. Within-subject covariance has some structure (“working covariance”):
independence (observations over time are independent)
exchangeable (all observations over time have the same correlation)
AR(1) (correlation decreases as a power of how many timepoints apart two observations are)
unstructured (correlation between all timepoints may be different)
Assumptions:
1. The responses Y1,Y2,…,Yn are correlated or clustered
2. There is a linear relationship between the covariates and a transformation of the response, described by the link function g
3. Within-subject covariance has some structure (“working covariance”):
independence (observations over time are independent)
exchangeable (all observations over time have the same correlation)
AR(1) (correlation decreases as a power of how many timepoints apart two observations are)
unstructured (correlation between all timepoints may be different)
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