Fast pure R implementation of GEE: application of the Matrix package
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| Authors | Lee S. McDaniel, Nicholas C. Henderson, Paul J. Rathouz |
| Journal/Conference Name | The R journal |
| Paper Category | Other |
| Paper 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 the Matrix package 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 of geeM, which is not much worse than C implementations like geepack and gee on small data sets and faster on large data sets. |
| Date of publication | 2013 |
| Code Programming Language | R |
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