Correlation Information Criterion for Generalized Estimating Equations
Computes the Correlation Information Criterion (CIC) for one or more objects of the class glmgee.
CIC(...)
... |
one or several objects of the class glmgee which are obtained from the fit of generalized estimating equations. |
A matrix with the values of the CIC for each glmgee object provided in the input.
Hin L.Y. and Wang Y.G. (2009) Working-Correlation-Structure Identification in Generalized Estimating Equations. Statistics in Medicine, 28, 642-658.
Hin L-Y, Carey V.J., Wang Y-G (2007) Criteria for Working–Correlation–Structure Selection in GEE: Assessment via Simulation. The American Statistician 61, 360–364.
## Example 1 mod <- size ~ poly(days,4) + treat fit1 <- glmgee(mod, id=tree, family=Gamma("log"), data=spruce, corstr="AR-1") fit2 <- update(fit1, corstr="Exchangeable") fit3 <- update(fit1, corstr="Stationary-M-dependent(2)") fit4 <- update(fit1, corstr="Independence") CIC(fit1, fit2, fit3, fit4) ## Example 2 mod <- dep ~ visit + group fit1 <- glmgee(mod, id=subj, family=gaussian, corstr="Exchangeable", data=depression) fit2 <- update(fit1, corstr="Exchangeable") fit3 <- update(fit1, corstr="Non-Stationary-M-dependent(2)") fit4 <- update(fit1, corstr="Independence") CIC(fit1, fit2, fit3, fit4) ## Example 3 mod <- depressd ~ visit + group fit1 <- glmgee(mod, id=subj, family=binomial, corstr="Exchangeable", data=depression) fit2 <- update(fit1, corstr="Exchangeable") fit3 <- update(fit1, corstr="Stationary-M-dependent(2)") fit4 <- update(fit1, corstr="Independence") CIC(fit1, fit2, fit3, fit4)
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