Generalized Estimating Equations and log-likelihood calculation
On Wed, 18 Feb 2004 treebc at telus.net wrote:
I'm working with clustered data sets and trying to calculate log-likelihood (and/or AIC, AICc) for my models. In using the gee and geese packages one gets Wald test output; but apparently there is no no applicable method for "logLik" (log-likelihood)calculation. Is anyone aware of a way to calculate log-likelihood for GEE models?
No (as with GLM quasi- models, it is not defined in general). Even if there were, you would have find the maximized log-likelihood to find AIC, and by definition GEE is not ML fitting except in a few special cases.
Brian D. Ripley, ripley at stats.ox.ac.uk Professor of Applied Statistics, http://www.stats.ox.ac.uk/~ripley/ University of Oxford, Tel: +44 1865 272861 (self) 1 South Parks Road, +44 1865 272866 (PA) Oxford OX1 3TG, UK Fax: +44 1865 272595