Function for calculating the quasi-likelihood under the independence model
information criterion (QIC), quasi-likelihood, correlation information
criterion (CIC), and corrected QIC for one or several fitted geeglm model
object from the geepack package.
Usage
"QIC"(object, ...)
"QIC"(object, ...)
"QIC"(object, ...)
QIC(object, ...)
Arguments
object
a fitted GEE model from the geepack package. Currently only
works on geeglm objects
...
optionally more fitted geeglm model objects
Value
A vector or matrix with the QIC, QICu, quasi likelihood, CIC, the
number of mean effect parameters, and the corrected QIC for each GEE object
Details
QIC is used to select a correlation structure. The QICu is used to compare
models that have the same working correlation matrix and the same
quasi-likelihood form but different mean specifications. CIC has been
suggested as a more robust alternative to QIC when the model for the mean
may not fit the data very well and when models with different correlation
structures are compared.
Models with smaller values of QIC, CIC, QICu, or QICC are preferred.
If the MASS package is loaded then the ginv function is used
for matrix inversion. Otherwise the standard solve function is
used.
References
Pan, W. (2001). Akaike's information criterion in
generalized estimating equations. Biometrics, 57, 120-125. Hardin, J.W.
and Hilbe, J.M. (2012). Generalized Estimating Equations, 2nd
Edition, Chapman and Hall/CRC: New York. Hin, L.-Y. and Wang, Y-G.
(2009). Working-correlation-structure identification in generalized
estimating equations, Statistics in Medicine 28: 642-658. Thall, P.F.
and Vail, S.C. (1990). Some Covariance Models for Longitudinal Count
Data with Overdispersion. Biometrics, 46, 657-671.