The generalized estimating equation (GEE) has been a popular
tool for marginal regression analysis with longitudinal
data, and its extension, the weighted GEE approach, can
further accommodate data that are missing at random (MAR).
Model selection methodologies for GEE, however, have not
been systematically developed to allow for missing data. We
propose the missing longitudinal information criterion
(MLIC) for selection of the mean model and the correlation
structure in GEE when the outcome data are subject to
dropout/monotone missingness and are MAR. Our simulation
results reveal that the new proposal is effective for
variable selection in the mean model and selecting the
correlation structure. We also demonstrate the remarkable
drawbacks of naively treating incomplete data as if they
were complete and applying the existing GEE model selection
method. The utility of proposed method is further
illustrated by real applications involving missing
longitudinal outcome data. This is a joint work with Dr. 沈
仲維 at Academia Sinica. |