Modifications of QIC and CIC for Selecting a Working Correlation Structure in the Generalized Estimating Equation Method

Abstract

The generalized estimating equation (GEE) method is a popular method for analyzing longitudinal data. An inappropriate specification of the working correlation structure reduces the effciency of the GEE estimation. Pan (2001a) and Hin and Wang (2009) proposed a quasi-likelihood under the independence model criterion (QIC) and a correlation information criterion (CIC) for selecting a proper working correlation structure, respectively. In this study, we proposed modifications to the QIC and CIC using the variance estimators of the GEE with improved small-sample properties. In a simulation study, the performance of the modified QIC and CIC was better than that of the original QIC and CIC. The modified methods were illustrated using the data for an air pollution study.