Criteria to select a working correlation structure for the generalized estimating equations method in SAS

Abstract

The generalized estimating equations (GEE) method is popular for analyzing clustered and longitudinal data. It is important to determine a proper working correlation matrix when applying the GEE method since an improper selection sometimes results in inecient parameter estimates. In this paper, we provide the CriteriaWorkCorr macro in SAS to calculate the criteria proposed by Pan (2001), Hin, Carey, andWang (2007), Hin andWang (2009), and Gosho, Hamada, and Yoshimura (2011) for selecting the working correlation structure when the GEE method is applied. We illustrate the implementation and an example of the macro.