A PRESS statistic for working correlation structure selection in generalized estimating equations


İnan G. , Latif M. A. H. M. , Preisser J.

JOURNAL OF APPLIED STATISTICS, vol.46, no.4, pp.621-637, 2019 (Journal Indexed in SCI) identifier identifier

  • Publication Type: Article / Article
  • Volume: 46 Issue: 4
  • Publication Date: 2019
  • Doi Number: 10.1080/02664763.2018.1508560
  • Title of Journal : JOURNAL OF APPLIED STATISTICS
  • Page Numbers: pp.621-637

Abstract

Generalized estimating equations (GEE) is one of the most commonly used methods for regression analysis of longitudinal data, especially with discrete outcomes. The GEE method accounts for the association among the responses of a subject through a working correlation matrix and its correct specification ensures efficient estimation of the regression parameters in the marginal mean regression model. This study proposes a predicted residual sum of squares (PRESS) statistic as a working correlation selection criterion in GEE. A simulation study is designed to assess the performance of the proposed GEE PRESS criterion and to compare its performance with its counterpart criteria in the literature. The results show that the GEE PRESS criterion has better performance than the weighted error sum of squares SC criterion in all cases but is surpassed in performance by the Gaussian pseudo-likelihood criterion. Lastly, the working correlation selection criteria are illustrated with data from the Coronary Artery Risk Development in Young Adults study.