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Generalized Estimating Equations and log-likelihood calculation

4 messages · treebc@telus.net, Brian Ripley, Henric Nilsson

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Hi there,

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?

Thanks for the help,
Bruce
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On Wed, 18 Feb 2004 treebc at telus.net wrote:

            
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.
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At 18:29 2004-02-18, you wrote:

            
No. GEE fitting is based on quasi-likelihood.

However, it is possible to derive AIC-like measures based on the 
quasi-likelihood. Lebreton et al (1992) suggested a simple adjustment in 
the GLM case, i.e. when using family=quasibinomal or quasipoisson. For GEE 
models, Pan (2001) has introduced QIC. None of these measures are 
implemented in R or in any add-on package as far as I know.

Henric