Model selection is a necessary step in many practical regression analyses. But for methods based on estimating equations, such as the quasi-likelihood and generalized estimating equation (GEE) approaches, there seem to be few well-studied model selection techniques. In this article, we propose a new model selection criterion that minimizes the expected predictive bias (EPB) of estimating equations. A bootstrap smoothed cross-validation (BCV) estimate of EPB is presented and its performance is assessed via simulation for overdispersed generalized linear models. For illustration, the method is applied to a real data set taken from a study of the development of ewe embryos.
- Akaike information criterion
- Bayesian information criterion
- Generalized estimating equations
- Generalized linear models