C38. Generalised estimating equations

Topic: Marginal models, and two responses at once · more questions on this topic
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What are generalised estimating equations, and what mean-model parameters do they estimate?

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Definitions/notation. GEE are estimating equations for the coefficients of a marginal (population-average) mean model for correlated responses, constructed using derivatives of the mean and a working within-cluster covariance. They require no full joint response distribution, but assume independent clusters and, for consistency under standard regularity conditions, a correctly specified marginal mean.