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Generalized Estimating Equation

In: Analysis of Repeated Measures Data

Author

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  • M. Ataharul Islam

    (University of Dhaka, Institute of Statistical Research and Training (ISRT))

  • Rafiqul I. Chowdhury

    (University of Dhaka, Institute of Statistical Research and Training (ISRT))

Abstract

The generalized estimating equation (GEE) uses a quasi-likelihood approach for analyzing data with correlated outcomes. This is an extension of GLM and uses quasi-likelihood method for cluster or repeated outcomes. If observations on outcome variable are repeated, it is likely that the observations are correlated. In addition, non-normality of outcome variables is a common phenomenon in real-life problems. In such situations, use of quasi-likelihood estimating equations provides necessary methodological support for estimating parameters of a regression model. The GEE is a marginal model approach for analyzing repeated measures data developed by Zeger and Liang (1986) and Liang and Zeger (1986). This approach can be considered as a semiparametric approach because it does not require full specification of the underlying joint probability distribution for repeated outcome variables rather assumes likelihood for marginal distribution and a working correlation matrix. The correlation matrix represents the correlation between observations in clusters observed from panel, longitudinal, or family studies. In this chapter, an overview of GEE is presented.

Suggested Citation

  • M. Ataharul Islam & Rafiqul I. Chowdhury, 2017. "Generalized Estimating Equation," Springer Books, in: Analysis of Repeated Measures Data, chapter 0, pages 161-167, Springer.
  • Handle: RePEc:spr:sprchp:978-981-10-3794-8_12
    DOI: 10.1007/978-981-10-3794-8_12
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