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Approaches for the utilization of multiple criteria to select a working correlation structure for use within generalized estimating equations

Version 2 2020-01-10, 07:51
Version 1 2018-12-05, 07:29
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posted on 2020-01-10, 07:51 authored by Philip M. Westgate

Generalized estimating equations (GEE) incorporate a working correlation structure that is important because the more accurately this structure reflects the true structure, the more efficiently regression parameters may be estimated. Numerous criteria have therefore been proposed to select a working structure, although no criterion will always work better than all other criteria. In practice, it will be unknown which criterion will work best. Therefore, in this manuscript we propose how to utilize information from multiple criteria. We demonstrate the benefits of our proposed approach via a simulation study in a variety of settings and then in an application example.

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