GLM - 13 - GEE (Generalized Estimating Equations)

When we're dealing with data coming in groups, GEE extends the GLM likelihood analysis to incorporate a (within group) correlation structure. There are different (plausible) correlation structures: independence, exchangeable, autoregressive, etc. for different scenarios. The correlation structure is estimated by averaging on the Pearson's residuals. The estimation is done in an iterative way - estimate the coefficients, then the correlations, rinse-repeat. Corrections: At 03:00 - Panel data is actually a synonym for longitudinal data. At 8:30 - under-estimation and over-estimation is of-course assuming that rho is positive. If rho is negative the under and over are switched. Liang and Zeger paper: https://www.maths.usyd.edu.au/u/jchan... Hardin and Hilbe book: https://amzn.to/3rGgShG Agresti book: https://bit.ly/2V9SB7x Become a member and get full access to this online course: https://meerkatstatistics.com/courses... “GLM in R” Course Outline: Administration Administration Up to Scratch Notebook – Introduction Notebook – Linear Models Notebook – Intro to R Generalized Least Squares Intro to GLM’s Linear Models vs. Generalized Linear Models Least Squares vs. Maximum Likelihood Saturated vs. Constrained Model Link Functions Exponential Family Definition and Examples More Examples Notebook – Exponential Family Mean and Variance Notebook – Mean-Variance Relationship Deviance Deviance Notebook – Deviance Likelihood Analysis Likelihood Analysis Numerical Solution Notebook – GLM’s in R Notebook – Fitting the GLM Inference Code Examples: Notebook – Binary/Binomial Regression Notebook – Poisson & Negative Binomial Regression Notebook – Gamma & Inverse Gaussian Regression Advanced Topics: Quasi-Likelihood Generalized Estimating Equations (GEE) Mixed Models (GLMM) Regular vs. Mixed Models Conditional Logistic Regression Multinomial Regression Intro Nominal Data - Baseline Category Ordinal Data - Cumulative Link Diagnostics Linear Regression Diagnostics Generalized Linear Model Diagnostics Multicollinearity and VIF GAMs GLMs vs. GAMs Splines - INtro Natural Cubic Splines and Smoothing Splines Penalized Least Squares Why become a member? All video content Extra material (notebooks) Access to code and notes Community Discussion No Ads Support the Creator ❤️ GLM (restricted) playlist: https://bit.ly/2ZMSv4U If you’re looking for statistical consultation, someone to work on interesting projects, or training workshops, visit my website https://meerkatstatistics.com/ or contact me directly at [email protected] ~~~~~ SUPPORT ~~~~~ Paypal me: https://paypal.me/MeerkatStatistics ~~~~~~~~~~~~~~~~~