Dear community, When using proc GEE or proc GENMOD with WEIGHT option the covariance of Yi is given by : Vi = phi Ai1/2 Wi1/2 R(alpha) Wi1/2 Ai1/2. Then the used estimating equation is sum Di Vi-1 (Yi-mui)=0. However, the correct formula given by Robins 1995 is sum Di Vi-1 Wi (Yi-mui)=0. I agree that when we choose an independence correlation structure it is equivalence. However, it may be different if we use an exchangeable correlation structure. I found an article by Lin et Rodriguez 2014 stating that the estimation may even be biased in some case. They claim that it may had been corrected in version 13.2 of SAS. But I cannot find any difference at least in the documentation of the procedures. Do anyone have any insight? Also, Is there any superiority advantage of using Vi = phi Ai1/2 Wi1/2 R(alpha) Wi1/2 Ai1/2 ? Thank you very much, Best regards, Mélanie.
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