Abstract
The purpose of this paper is to give a systematic presentation of the various Generalized Estimating Equation (GEE) approaches. They can be derived by using the Pseudo Maximum Likelihood (PML) approach which has been extensively discussed by Gourieroux and Monfort (1993). Furthermore, it is shown, that the Generalized Method of Moments (Hansen, 1982) can be applied to obtain estimators which are asymptotically equivalent to the GEE estimators.
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Ziegler, A. (1995). The Different Parameterizations of the GEE1 and the GEE2. In: Seeber, G.U.H., Francis, B.J., Hatzinger, R., Steckel-Berger, G. (eds) Statistical Modelling. Lecture Notes in Statistics, vol 104. Springer, New York, NY. https://doi.org/10.1007/978-1-4612-0789-4_38
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DOI: https://doi.org/10.1007/978-1-4612-0789-4_38
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