3.5.3. statsmodels.genmod.generalized_estimating_equations

Procedures for fitting marginal regression models to dependent data using Generalized Estimating Equations.

3.5.3.1. References

KY Liang and S Zeger. “Longitudinal data analysis using generalized linear models”. Biometrika (1986) 73 (1): 13-22.

S Zeger and KY Liang. “Longitudinal Data Analysis for Discrete and Continuous Outcomes”. Biometrics Vol. 42, No. 1 (Mar., 1986), pp. 121-130

A Rotnitzky and NP Jewell (1990). “Hypothesis testing of regression parameters in semiparametric generalized linear models for cluster correlated data”, Biometrika, 77, 485-497.

Xu Guo and Wei Pan (2002). “Small sample performance of the score test in GEE”. http://www.sph.umn.edu/faculty1/wp-content/uploads/2012/11/rr2002-013.pdf

LA Mancl LA, TA DeRouen (2001). A covariance estimator for GEE with improved small-sample properties. Biometrics. 2001 Mar;57(1):126-34.

3.5.3.2. Functions

block_diag(dblocks[, format])
iterkeys(obj, **kwargs)
margeff_cov_with_se(model, params, exog, ...) See margeff_cov_params.

3.5.3.3. Classes

CovStruct([cov_nearest_method]) A base class for correlation and covariance structures of grouped data.
GEE(endog, exog, groups[, time, family, ...]) Estimation of marginal regression models using Generalized Estimating Equations (GEE).
GEEMargins(results, args[, kwargs]) Estimate the marginal effects of a model fit using generalized estimating equations.
GEEResults(model, params, cov_params, scale) This class summarizes the fit of a marginal regression model using GEE.
GEEResultsWrapper(results)
GlobalOddsRatio(endog_type) Estimate the global odds ratio for a GEE with ordinal or nominal data.
Independence([cov_nearest_method]) An independence working dependence structure.
Link A generic link function for one-parameter exponential family.
NominalGEE(endog, exog, groups[, time, ...]) Estimation of nominal response marginal regression models using Generalized Estimating Equations (GEE).
NominalGEEResults(model, params, cov_params, ...) This class summarizes the fit of a marginal regression modelfor a nominal response using GEE.
NominalGEEResultsWrapper(results)
OrdinalGEE(endog, exog, groups[, time, ...]) Estimation of ordinal response marginal regression models using Generalized Estimating Equations (GEE).
OrdinalGEEResults(model, params, cov_params, ...) This class summarizes the fit of a marginal regression modelfor an ordinal response using GEE.
OrdinalGEEResultsWrapper(results)
ParameterConstraint(lhs, rhs, exog) A class for managing linear equality constraints for a parameter vector.
resettable_cache alias of ResettableCache