C39. Working correlation
What is a working correlation structure in GEE? Give two examples.
Worked answer (click to show)
Definitions/notation. A working correlation matrix is an assumed pattern of within-cluster correlations used to construct the GEE weights. Examples are exchangeable correlation (one common off-diagonal correlation) and AR(1) correlation (\rho^{|j-k|} for equally spaced visits j,k, with lag-one correlation \rho, |\rho|<1); the working matrix need not be the true matrix.