title: A comparison of the generalized estimating equation approach with the maximum likelihood approach for repeated measurements.
abstract: Liang and Zeger proposed an extension of generalized linear models to the analysis of longitudinal data. Their approach is closely related to quasi-likelihood methods and can handle both normal and non-normal outcome variables such as Poisson or binary outcomes. Their approach, however, has been applied mainly to non-normal outcome variables. This is probably due to the fact that there is a large class of multivariate linear models available for normal outcomes such as growth models and random-effects models. Furthermore, there are many iterative algorithms that yield maximum likelihood estimators (MLEs) of the model parameters. The multivariate linear model approach, based on maximum likelihood (ML) estimation, specifies the joint multivariate normal distribution of outcome variables while the approach of Liang and Zeger, based on the quasi-likelihood, specifies only the marginal distributions. In this paper, I compare the approach of Liang and Zeger and the ML approach for the multivariate normal outcomes. I show that the generalized estimating equation (GEE) reduces to the score equation only when the data do not have missing observations and the correlation is unstructured. In more general cases, however, the GEE estimation yields consistent estimators that may differ from the MLEs. That is, the GEE does not always reduce to the score equation even when the outcome variables are multivariate normal. I compare the small sample properties of the GEE estimators and the MLEs by means of a Monte Carlo simulation study.
authors.affiliation: Department of Statistics, Hankuk University of Foreign Studies, Dongdaemun-Gu, Seoul, Korea.
authors.forename: T
authors.initials: T
authors.lastname: Park
mesh_terms: D002986:Clinical Trials as Topic / Q000706:statistics & numerical data*; D003627:Data Interpretation, Statistical; D006801:Humans; D016013:Likelihood Functions; D016014:Linear Models; D008137:Longitudinal Studies; D016896:Treatment Outcome