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Akaike's Information Criterion in Generalized Estimating Equations

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  • Wei Pan

Abstract

Summary. Correlated response data are common in biomedical studies. Regression analysis based on the generalized estimating equations (GEE) is an increasingly important method for such data. However, there seem to be few model‐selection criteria available in GEE. The well‐known Akaike Information Criterion (AIC) cannot be directly applied since AIC is based on maximum likelihood estimation while GEE is nonlikelihood based. We propose a modification to AIC, where the likelihood is replaced by the quasi‐likelihood and a proper adjustment is made for the penalty term. Its performance is investigated through simulation studies. For illustration, the method is applied to a real data set.

Suggested Citation

  • Wei Pan, 2001. "Akaike's Information Criterion in Generalized Estimating Equations," Biometrics, The International Biometric Society, vol. 57(1), pages 120-125, March.
    • Handle: RePEc:bla:biomet:v:57:y:2001:i:1:p:120-125
    DOI: 10.1111/j.0006-341X.2001.00120.x
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