STAT 541: Generalized Estimating Equations

Statistics 541: Generalized Estimating Equations


Generalized Estimating Equations

General problem: Observe the same person over time. Say in medicine, you might follow the effect of a drug. I education you might follow the effect of various teaching styles, or interactive learning methods. In business you might follow the course of various incentive plans for sales people.

Assumption: each person is independent of all other people, but depends highly on themselves.


Y = X beta + noise

But the noise is NOT independent. But the dependence is not easilly modelled. Alternatively, you might not believe the model even if it were easy to come up with.

Model notation:

Random effects example: Time series example:

Last modified: Tue Apr 10 08:21:43 2001