August 2009
Intermediate to advanced
648 pages
17h 35m
English
book
Categorical Data Analysis Using The SAS® System, 2nd Edition
by Maura E. Stokes, Charles S. Davis, Gary G. Koch
Content preview from Categorical Data Analysis Using The SAS® System, 2nd Edition
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Appendix A: Steps to Find the GEE Solution
Finding the GEE solution requires a number of steps, including specifying the marginal model for the first moment, specifying the variance function for the relationship between the first and second moments, choosing a working correlation matrix, computing an initial estimate of β, and then using this estimate in an iterative estimation process. In detail:
The first step of the GEE method is to relate the marginal response μij = E(yij) to a linear combination of the covariates: 
, where β = (β1,...,βp)′ is a p × 1 vector of unknown parameters and g is a known link function. Common link functions are the ...
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