Penalized Generalized Estimating Equations

Description

This package fits penalized generalized estimating equations to longitudinal data with high-dimensional covariates through accommodating SCAD-penalty function into generalized estimating equations.

Details

This package consists of three functions. The function PGEE fits penalized generalized estimating equations to the data. But, before that, the tuning parameter should be estimated through the function CVfit. On the other hand, the function MGEE fits unpenalized generalized estimating equations to the data.

Author(s)

Gul Inan, Jianhui Zhou and Lan Wang

Maintainer: Gul Inan

References

Wang, L., Zhou, J., and Qu, A. (2012). Penalized generalized estimating equations for high-dimensional longitudinal data analysis. Biometrics, 68, 353–360.