Let me try to clarify my question. I want to give GENMOD an initial working correlation matrix in the REPEATED statement, and I want it to update it using the GEE algorithm. Unfortunately, it seems that is I use the USER or FIXED options then GENMOD does not update the working correlation matrix.
If I use the autoregressive (AR) or unstructured (UNSTR) options in the REPEATED statement, then GENMOD would use the Pearson residuals and coefficients to estimate the working correlation matrix, recalculate the covariance of the parameter estimates, recalculate the coefficients, recalculate the Pearson residuals, recalculate the working correlation matrix, and so on until the convergence criterion was met. This means the working correlation matrix would change from one GEE iteration to the next. However, that does not happen when the USER or FIXED options is used.
... View more