[R] Generalized Estimating Equations and log-likelihood calculation

Prof Brian Ripley ripley at stats.ox.ac.uk
Thu Feb 19 08:30:56 CET 2004

On Wed, 18 Feb 2004 treebc at telus.net wrote:

> I'm working with clustered data sets and trying to calculate log-likelihood 
> (and/or AIC, AICc) for my models.  In using the gee and geese packages one 
> gets Wald test output; but apparently there is no no applicable method 
> for "logLik" (log-likelihood)calculation.
> Is anyone aware of a way to calculate log-likelihood for GEE models?

No (as with GLM quasi- models, it is not defined in general).  Even if
there were, you would have find the maximized log-likelihood to find AIC,
and by definition GEE is not ML fitting except in a few special cases.

Brian D. Ripley,                  ripley at stats.ox.ac.uk
Professor of Applied Statistics,  http://www.stats.ox.ac.uk/~ripley/
University of Oxford,             Tel:  +44 1865 272861 (self)
1 South Parks Road,                     +44 1865 272866 (PA)
Oxford OX1 3TG, UK                Fax:  +44 1865 272595

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