wgeesel (version 1.5)

MQIC.gee: MQIC and MQICu for GEE

Description

Calculate MQIC (Modified QIC) and MQIC\(_{u}\). MQIC is an asymptotic unbiased estimator of the risk function based on the independent quasi-likelihood. MQIC and original QIC may have non-negligible effect for model selection, especially when the true correlation structure completely different from the working correlation structure.

Usage

MQIC.gee(object)

Arguments

object

a fitted model object of class "wgee".

Value

Return a list of MQIC, MQIC\(_{u}\) and Quasi-likelihood.

References

Pan, W., 2001. Akaike's information criterion in generalized estimating equations. Biometrics, 57(1), pp.120-125.

Gosho, M., Hamada, C., and Yoshimura, I. (2011). Modifications of QIC and CIC for Selecting a Working Correlation Structure in the Generalized Estimating Equation Method. Japanese Journal of Biometrics, 32(1), 1-12.

Imori, S., 2013. On Properties of QIC in Generalized Estimating Equations. Hiroshima University, pp.1-8.

See Also

geeglm (geepack)

Examples

# NOT RUN {
data(imps)

fit <- wgee(IMPS79 ~ Drug+Sex+Time, data=imps,id=imps$ID,family="gaussian",
             corstr="independence")
MQIC.gee(fit)


data(ohio)

fit2 <- wgee(resp ~ age + smoke+age:smoke, data=ohio, id=ohio$id, 
             family="binomial", corstr="independence")
MQIC.gee(fit2)


# }