Fisher consistency of GEE models under link misspecification

Chongsun Park, Sanford Weisberg

Research output: Contribution to journalArticlepeer-review

3 Scopus citations

Abstract

Liang and Zeger (1986) introduced generalized estimating equation or GEE models as a way of using the ideas of generalized linear models when repeated measures are available on subjects or clusters of subjects, but normality of the response may not be appropriate. They have shown that consistent estimates of regression coefficients are obtained even if the within cluster or subject correlation is misspecified. In this article we show that under certain common circumstances, Fisher consistent estimates of regression coefficients will be obtained even if the link function in the generalized linear model is misspecified.

Original languageEnglish (US)
Pages (from-to)229-235
Number of pages7
JournalComputational Statistics and Data Analysis
Volume27
Issue number2
DOIs
StatePublished - Apr 3 1998

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