[R] Multi-level (nested) correlation structures via geepack package

Phat Chau
Mon, 13 Jul 2020 15:40:56 -0000

Hi Duncan,

Thank you for your message. All of those citations and suggestions are wonderful
and highly relevant for GEEs. My concern is that I need multi-level/nested
correlation structures, whereas those handle the specification of covariance
matrices at the level of repeated observations within-subject. I think the paper
attached contains the theory behind such nested correlation structures, but the
coding for it is not as apparent.

Edward

?On 2020-07-12, 11:06 PM, "dulcalma dulcalma" <dulcalma at
bigpond.com> wrote:

    Hi

    Your choice of package should partly depend on the type of dependent
    variable or Y that you are going to be dealing with
    categorical/ordinal data may involve different packages than continuous
    or binary data see multgee for one.
    The number of samples can also make a difference GEE with the "correct
    model" should normally have no problems with numbers 30-40; 25 or less
    would normally require corrections and a diffence package.

    The doi for multgee  paper is 10.1111/biom.12054 and Touloumis paper in
    Journal of Statistical Software

    For longitudinal data there is the following doi:
    10.2307/2531248
    and
    10.1097/EDE.0b013e3181caeb90
    10.1093/biomet/90.1.29
    10.1007/s00362-017-0881-0
    10.1002/sim.2368

    a search for gee in the list of available packages should show you the
    alternatives.

    As a check of the result do the statistics on another package. I
    remember doing a simple gee with an example
    from a book using 4 different packages 2 of which gave poor or
    unreasonable answers

    Regards

    Duncan

    Duncan Mackay
    Department of Agronomy and Soil Science
    University of New England
    ARMIDALE NSW 2351



    ------ Original Message ------
    From: "Phat Chau" <phat.chau at mail.utoronto.ca>
    To: "r-help at R-project.org" <r-help at R-project.org>;
"sorenh at math.aau.dk"
    <sorenh at math.aau.dk>
    Sent: Sunday, 12 Jul, 2020 At 11:52 PM
    Subject: Re: [R]  Multi-level (nested) correlation structures via
    geepack package

    Hello,

    I have a multi-level, cohort dataset with three levels: repeat measures
    of a response (level 1), that are collected from individual participants
    (level 2) who are students within a school (level 3). I would like to do
    a generalized estimating equation (GEE) analysis of this clustered data,
    but to do so I need to specify ?nested? correlation structures (e.g.
    exchangeable, compound symmetric, Toeplitz) to account for the
    within-individual and within-cluster correlations.

    Here is a reference paper that describes a nested exchangeable
    correlation structure and nested compound symmetry:
    doi:10.1111/j.1541-0420.2009.01374.x.

    The geepack is available in R to do GEE analyses, but it seems to me
    that it only allows the user to specify a correlation structure via the
    geepack(??corstr = ?) option which only accounts for the
    within-individual correlations (that arise from repeated measures).
    Would it be possible to specify the nested correlation structures that I
    refer to here to also account for the within-cluster correlations using
    this package?

    Thank you,

    Edward


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