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A Comparison of Correlation Structure Selection Penalties for Generalized Estimating Equations

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  • Philip M. Westgate
  • Woodrow W. Burchett

Abstract

Correlated data are commonly analyzed using models constructed using population-averaged generalized estimating equations (GEEs). The specification of a population-averaged GEE model includes selection of a structure describing the correlation of repeated measures. Accurate specification of this structure can improve efficiency, whereas the finite-sample estimation of nuisance correlation parameters can inflate the variances of regression parameter estimates. Therefore, correlation structure selection criteria should penalize, or account for, correlation parameter estimation. In this article, we compare recently proposed penalties in terms of their impacts on correlation structure selection and regression parameter estimation, and give practical considerations for data analysts. Supplementary materials for this article are available online.

Suggested Citation

  • Philip M. Westgate & Woodrow W. Burchett, 2017. "A Comparison of Correlation Structure Selection Penalties for Generalized Estimating Equations," The American Statistician, Taylor & Francis Journals, vol. 71(4), pages 344-353, October.
    • Handle: RePEc:taf:amstat:v:71:y:2017:i:4:p:344-353
    DOI: 10.1080/00031305.2016.1200490
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