[R] Multi-level (nested) correlation structures via geepack package

dulcalma dulcalma du|c@|m@ @end|ng |rom b|gpond@com
Mon Jul 13 05:06:32 CEST 2020


Your choice of package should partly depend on the type of dependent 
variable or Y that you are going to be dealing with
categorical/ordinal data may involve different packages than continuous 
or binary data see multgee for one.
The number of samples can also make a difference GEE with the "correct 
model" should normally have no problems with numbers 30-40; 25 or less 
would normally require corrections and a diffence package.

The doi for multgee  paper is 10.1111/biom.12054 and Touloumis paper in 
Journal of Statistical Software

For longitudinal data there is the following doi:

a search for gee in the list of available packages should show you the 

As a check of the result do the statistics on another package. I 
remember doing a simple gee with an example
from a book using 4 different packages 2 of which gave poor or 
unreasonable answers



Duncan Mackay
Department of Agronomy and Soil Science
University of New England

------ Original Message ------
From: "Phat Chau" <phat.chau using mail.utoronto.ca>
To: "r-help using R-project.org" <r-help using R-project.org>; "sorenh using math.aau.dk" 
<sorenh using math.aau.dk>
Sent: Sunday, 12 Jul, 2020 At 11:52 PM
Subject: Re: [R]  Multi-level (nested) correlation structures via 
geepack package


I have a multi-level, cohort dataset with three levels: repeat measures 
of a response (level 1), that are collected from individual participants 
(level 2) who are students within a school (level 3). I would like to do 
a generalized estimating equation (GEE) analysis of this clustered data, 
but to do so I need to specify ‘nested’ correlation structures (e.g. 
exchangeable, compound symmetric, Toeplitz) to account for the 
within-individual and within-cluster correlations.

Here is a reference paper that describes a nested exchangeable 
correlation structure and nested compound symmetry: 

The geepack is available in R to do GEE analyses, but it seems to me 
that it only allows the user to specify a correlation structure via the 
geepack(…‘corstr = ‘) option which only accounts for the 
within-individual correlations (that arise from repeated measures). 
Would it be possible to specify the nested correlation structures that I 
refer to here to also account for the within-cluster correlations using 
this package?

Thank you,


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