Longitudinal Data Analysis and Time Series Commons^™

Use Of Unbiased Estimating Equations To Estimate Correlation In Generalized Estimating Equation Analysis Of Longitudinal Trials, Wenguang Sun, Justine Shults, Mary Leonard

Justine Shults

In a recent publication, Wang and Carey (Journal of the American Statistical Association, 99, pp. 845-853, 2004) presented a new approach for estimation of the correlation parameters in the framework of generalized estimating equations (GEE). They considered correlated continuous, binary and count data with a generalized Markov correlation structure that includes the first-order autoregressive AR(1) and Markov structures as special cases. They made detailed comparisons with pseudo-likelihood (PL) and the first stage of quasi-least squares (QLS), a two-stage approach in the framework of generalized estimating equations (GEE). In this note we extend their comparisons for the second (bias corrected) stage …