gee_criteria {multgee} | R Documentation |
Variable and Covariance Selection Criteria
Description
Reports commonly used criteria for variable selection
and for selecting the "working" association structure for one or several
fitted models from the multgee
package.
Usage
gee_criteria(object, ...)
Arguments
object |
an object of the class |
... |
optionally more objects of the class |
Details
The Quasi Information Criterion (QIC), the Correlation Information Criterion (CIC) and the Rotnitzky and Jewell Criterion (RJC) are used for selecting the best association structure. The QICu criterion is used for selecting the best subset of covariates. When choosing among GEE models with different association structures but with the same subset of covariates, the model with the smallest value of QIC, CIC or RJC should be preffered. When choosing between GEE models with different number of covariates, the model with the smallest QICu value should be preferred.
Value
A vector or matrix with the QIC, QICu, CIC, RJC and the number of regression parameters (including intercepts).
Author(s)
Anestis Touloumis
References
Hin, L.Y. and Wang, Y.G. (2009) Working correlation structure identification in generalized estimating equations. Statistics in Medicine 28, 642–658.
Pan, W. (2001) Akaike's information criterion in generalized estimating equations. Biometrics 57, 120–125.
Rotnitzky, A. and Jewell, N.P. (1990) Hypothesis testing of regression parameters in semiparametric generalized linear models for cluster correlated data. Biometrika 77, 485–497.
See Also
Examples
data(arthritis)
fitmod <- ordLORgee(formula = y ~ factor(time) + factor(trt) + factor(baseline),
data = arthritis, id = id, repeated = time, LORstr = "uniform")
fitmod1 <- update(fitmod, formula = .~. + age + factor(sex))
gee_criteria(fitmod, fitmod1)