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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