I would like to do model selection for generalized estimating equations (GEE). Pan (2001) is most frequently cited for developing a method using QIC. I am wondering if anyone knows of a way to do this in R? I am currently using the package 'geepack' for my GEE analysis. I heard about 'yags' but it is not available for R version 2.13 or 2.14 and because of other things I'm doing, I'd rather not try to revert to an older version of R.
Any Help would be appreciated.
Thanks,
Dan
Best Answer
If you want to select amongst pre-specified models, this should work the same with GEE as elsewhere. For example, if you were comparing a nested model to a full model, you could test that. If the models weren't nested, you could use an informational criterion (such as the QIC) to help adjudicate between them. Another approach is to use the Parametric Bootstrap Cross-fitting Method; this is a very solid approach, but computationally very expensive.