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

[Phat Chau]

Hi Duncan, 

Thank you for your message. All of those citations and suggestions are wonderful and highly relevant for GEEs. My concern is that I need multi-level/nested correlation structures, whereas those handle the specification of covariance matrices at the level of repeated observations within-subject. I think the paper attached contains the theory behind such nested correlation structures, but the coding for it is not as apparent.

Edward

On 2020-07-12, 11:06 PM, "dulcalma dulcalma" <dulcalma using bigpond.com> wrote:

    Hi
    
    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:
    10.2307/2531248
    and
    10.1097/EDE.0b013e3181caeb90
    10.1093/biomet/90.1.29
    10.1007/s00362-017-0881-0
    10.1002/sim.2368
    
    a search for gee in the list of available packages should show you the 
    alternatives.
    
    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
    
    Regards
    
    Duncan
    
    Duncan Mackay
    Department of Agronomy and Soil Science
    University of New England
    ARMIDALE NSW 2351
    
    
    
    ------ 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
    
    Hello,
    
    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: 
    doi:10.1111/j.1541-0420.2009.01374.x.
    
    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,
    
    Edward
    
    
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