title: Fast Pure R Implementation of GEE: Application of the Matrix Package.
abstract: Generalized estimating equation solvers in R only allow for a few pre-determined options for the link and variance functions. We provide a package,geeM, which is implemented entirely in R and allows for user specified link and variance functions. The sparse matrix representations provided in theMatrixpackage enable a fast implementation. To gain speed, we make use of analytic inverses of the working correlation when possible and a trick to find quick numeric inverses when an analytic inverse is not available. Through three examples, we demonstrate the speed ofgeeM, which is not much worse than C implementations likegeepackandgeeon small data sets and faster on large data sets.
authors.affiliation: University of Wisconsin-Madison 1300 University Ave. Madison, WI 53706 USA mcdaniel@stat.wisc.edu.
authors.forename: Lee S
authors.initials: LS
authors.lastname: McDaniel
authors.affiliation: University of Wisconsin-Madison 1300 University Ave. Madison, WI 53706 USA nhenders@stat.wisc.edu.
authors.forename: Nicholas C
authors.initials: NC
authors.lastname: Henderson
authors.affiliation: University of Wisconsin-Madison 1300 University Ave. Madison, WI 53706 USA rathouz@biostat.wisc.edu.
authors.forename: Paul J
authors.initials: PJ
authors.lastname: Rathouz