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The performances of several modified CIC criteria for working intra-cluster correlation structure selection in GEE analysis
Authors:Jianwen Xu  Qianlin Yang  Jiamao Zhang
Institution:Department of Statistics and Actuarial Science, Chongqing University, Chongqing, China
Abstract:Based on various improved robust covariance estimators in the literature, several modified versions of the well-known correlated information criterion (CIC) for working intra-cluster correlation structure (ICS) selection are proposed. Performances of these modified criteria are examined and compared to the CIC via simulations. When the response is Gaussian, binary, or Poisson, the modified criteria are demonstrated to have higher detection rates when the true ICS is exchangeable, while the CIC would perform better when the true ICS is AR(1). An application of the criteria is made to a real dataset.
Keywords:Correlated information criterion  Generalized estimating equations  Working correlation structure selection
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