Generalized Estimating Equations using the new R package glmtoolbox

This paper introduces a very comprehensive implementation, available in the new R package glmtoolbox, of a very flexible statistical tool known as Generalized Estimating Equations (GEE), which analyzes cluster correlated data utilizing marginal models. As well as providing more built-in structures for the working correlation matrix than other GEE implementations in R, this GEE implementation also allows the user to: \((1)\) compute several estimates of the variance-covariance matrix of the estimators of the parameters of interest; \((2)\) compute several criteria to assist the selection of the structure for the working-correlation matrix; \((3)\) compare nested models using the Wald test as well as the generalized score test; \((4)\) assess the goodness-of-fit of the model using Pearson-, deviance- and Mahalanobis-type residuals; \((5)\) perform sensibility analysis using the global influence approach (that is, dfbeta statistic and Cook’s distance) as well as the local influence approach; \((6)\) use several criteria to perform variable selection using a hybrid stepwise procedure; \((7)\) fit models with nonlinear predictors; \((8)\) handle dropout-type missing data under MAR rather than MCAR assumption by using observation-specific or cluster-specific weighted methods. The capabilities of this GEE implementation are illustrated by analyzing four real datasets obtained from longitudinal studies.

L.H. Vanegas (Departamento de Estadística, Universidad Nacional) , L.M. Rondón (Departamento de Estadística, Universidad Nacional) , G.A. Paula (Instituto de Matemática e Estatística, Universidade de São Paulo)

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For attribution, please cite this work as

Vanegas, et al., "Generalized Estimating Equations using the new R package glmtoolbox", The R Journal, 2023

BibTeX citation

  author = {Vanegas, L.H. and Rondón, L.M. and Paula, G.A.},
  title = {Generalized Estimating Equations using the new R package glmtoolbox},
  journal = {The R Journal},
  year = {2023},
  note = {},
  doi = {10.32614/RJ-2023-056},
  volume = {15},
  issue = {2},
  issn = {2073-4859},
  pages = {105-133}