Function to fit generalized estimating equations

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Description

This function fits a generalized estimating equation model to longitudinal data.

Usage

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MGEE(formula, id, data, na.action = NULL, family = gaussian(link = "identity"), 
corstr = "independence", Mv = NULL, beta_int = NULL, R = NULL, scale.fix = FALSE, 
scale.value = 1, maxiter = 25, tol = 10^-3, silent = FALSE)

Arguments

formula

A formula expression in the form of response ~ predictors.

id

A vector for identifying subjects/clusters.

data

A data frame which stores the variables in formula with id variable.

na.action

A function to remove missing values from the data. Only na.omit is allowed here.

family

A family object: a list of functions and expressions for defining link and variance functions. Families supported in MGEE are binomial, gaussian, gamma and poisson. The links, which are not available in gee, is not available here. The default family is gaussian.

corstr

A character string, which specifies the type of correlation structure. Structures supported in MGEE are "AR-1","exchangeable", "fixed", "independence", "stat_M_dep","non_stat_M_dep", and "unstructured". The default corstr type is "independence".

Mv

If either "stat_M_dep", or "non_stat_M_dep" is specified in corstr, then this assigns a numeric value for Mv. Otherwise, the default value is NULL.

beta_int

User specified initial values for regression parameters. The default value is NULL.

R

If corstr = "fixed" is specified, then R is a square matrix of dimension maximum cluster size containing the user specified correlation. Otherwise, the default value is NULL.

scale.fix

A logical variable; if true, the scale parameter is fixed at the value of scale.value. The default value is FALSE.

scale.value

If scale.fix = TRUE, this assignes a numeric value to which the scale parameter should be fixed.

maxiter

The number of iterations that is used in the estimation algorithm. The default value is 25.

tol

The tolerance level that is used in the estimation algorithm. The default value is 10^-3.

silent

A logical variable; if true, the regression parameter estimates at each iteration are printed. The default value is FALSE.

Value

An object class of MGEE representing the fit.

Note

The structures "non_stat_M_dep" and "unstructured" are valid only when the data is balanced.

References

Liang, K.Y. and Zeger, S.L. (1986). Longitudinal data analysis using generalized linear models. Biometrika, 73, 13–22.

Zeger, S.L. and Liang, K.Y. (1986) . Longitudinal data analysis for discrete and continuous outcomes. Biometrics, 42, 121–130.

See Also

PGEE