A comparison of several approaches for choosing between working correlation structures in generalized estimating equation analysis of longitudinal binary data.

Full Abstract

The method of generalized estimating equations (GEE) models the association between the repeated observations on a subject with a patterned correlation matrix. Correct specification of the underlying structure is a potentially beneficial goal, in terms of improving efficiency and enhancing scientific understanding. We consider two sets of criteria that have previously been suggested, respectively, for selecting an appropriate working correlation structure, and for ruling out a particular structure(s), in the GEE analysis of longitudinal studies with binary outcomes. The first selection criterion chooses the structure for which the model-based and the sandwich-based estimator of the covariance matrix of the regression parameter estimator are closest, while the second selection criterion chooses the structure that minimizes the weighted error sum of squares. The rule out criterion deselects structures for which the estimated correlation parameter violates standard constraints for binary data that depend on the marginal means. In addition, we remove structures from consideration if their estimated parameter values yield an estimated correlation structure that is not positive definite. We investigate the performance of the two sets of criteria using both simulated and real data, in the context of a longitudinal trial that compares two treatments for major depressive episode. Practical recommendations are also given on using these criteria to aid in the efficient selection of a working correlation structure in GEE analysis of longitudinal binary data. Copyright 2009 John Wiley & Sons, Ltd.

Author information

Author/s: Shults, Justine (J); Sun, Wenguang (W); Tu, Xin (X); Kim, Hanjoo (H); Amsterdam, Jay (J); Hilbe, Joseph M (JM); Ten-Have, Thomas (T);

Affiliation: Department of Biostatistics and Epidemiology, Center for Clinical Epidemiology and Biostatistics, University of Pennsylvania School of Medicine, Philadelphia, PA 19034, USA. jshults(-atsign-)mail.med.upenn.edu

Journal and publication information

Publication Type: Comparative Study; Journal Article; Randomized Controlled Trial; Research Support, Non-U.S. Gov't

Journal: Statistics in medicine (Stat Med), published in England. (Language: eng)

Reference: 2009-Aug; vol 28 (issue 18) : pp 2338-55

Dates: Created 2009/07/14; Completed 2009/10/01;

PMID: 19472307, status: MEDLINE (last retrieval date: 10/1/2009, IMS Date: )

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