C41. Vector-response regression

Topic: Marginal models, and two responses at once · more questions on this topic
‹ C40

What is vector-response regression, and how can GEE accommodate different response types within one observational unit?

Worked answer (click to show)

Definitions/notation. A response vector Y_i=(Y_{i1},\ldots,Y_{iK})^\top records several, possibly different kinds of outcome on unit i. GEE can assign each component its own marginal link and variance function, combine them with a working within-vector association model, and treat vectors from different units as independent.