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I am doing a log-binomial analysis with repeated measures per subject. When I use the "repeated" statement and create a nested structure per record, is each nest weighted equally or does it depend on the number of repeated measures within the nest? For example, if record1 has 1 observation, record2 has 5 observations, and record3 has 10 observations, is record 3 weighted 10x that of record1, or are all 3 records weighted equally in the model?
proc genmod data = DATA; class RECORD TREATMENT VAR1 VAR2 VAR3 / PARAM=REFERENCE; model OUTCOME(event='1')= TREATMENT VAR1 VAR2 VAR3 / dist=bin link=log type3 AGGREGATE ; REPEATED SUBJECT=RECORD / TYPE=IND CORRW; estimate 'Treatment' TREATMENT 1 /exp e; run;
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When you specify a repeated statement PROC GENMOD fits a GEE model, and it might be helpful to refer to the PROC GENMOD documentation section on Generalized Estimating Equations (GEEs). I don’t think this type of model nicely lends itself to a notion of clusters being “weighted” according to their size.
If you look at the estimating equations, you don’t multiply the score function for a cluster by any term that depends on the cluster size. That said, the score function for a cluster i can be written as a sum of the residual from each observation in a cluster times a column of the D_i’V_i^-1 matrix (using the notation from documentation). In that sense larger clusters contribute “more” in the sense that there are more terms in that summation, but again I don’t think it is appropriate to say it is weighted more heavily.
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I moved your post to the 'Statistical Procedures' board.
You get a higher probability for a response over here (with your PROC GENMOD question).
Koen
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Thank you. I appreciate it.
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When you specify a repeated statement PROC GENMOD fits a GEE model, and it might be helpful to refer to the PROC GENMOD documentation section on Generalized Estimating Equations (GEEs). I don’t think this type of model nicely lends itself to a notion of clusters being “weighted” according to their size.
If you look at the estimating equations, you don’t multiply the score function for a cluster by any term that depends on the cluster size. That said, the score function for a cluster i can be written as a sum of the residual from each observation in a cluster times a column of the D_i’V_i^-1 matrix (using the notation from documentation). In that sense larger clusters contribute “more” in the sense that there are more terms in that summation, but again I don’t think it is appropriate to say it is weighted more heavily.
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Thank you, that is very helpful.