Criteria to Select a Working Correlation Structure in SAS

Masahiko Gosho

Journal of Statistical Software, 2014, vol. 057, issue c01

Abstract: The generalized estimating equations (GEE) method is popular for analyzing clustered and longitudinal data. It is important to determine a proper working correlation matrix when applying the GEE method since an improper selection sometimes results in inefficient parameter estimates. In this paper, we provide the CriteriaWorkCorr macro in SAS to calculate the criteria proposed by Pan (2001), Hin, Carey, and Wang (2007), Hin and Wang (2009), and Gosho, Hamada, and Yoshimura (2011) for selecting the working correlation structure when the GEE method is applied. We illustrate the implementation and an example of the macro.

Date: 2014-03-13
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Persistent link: https://EconPapers.repec.org/RePEc:jss:jstsof:v:057:c01

DOI: 10.18637/jss.v057.c01

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