广义估计方程估计方法_广义估计方程简介

广义估计方程估计方法

A key assumption underpinning generalized linear models (which linear regression is a type of) is the independence of observations. In longitudinal data this will simply not hold. Observations within an individual (between time points) are likely to be more similar than those between individuals.

支持广义线性模型 (线性回归是一种类型)的关键假设是观测的独立性。 在纵向数据中，这根本不成立。 个人内部(时间点之间)的观察可能比个人之间的观察更相似。

So, how do you deal with this? One option is to fit a generalized linear mixed model in which there are random intercept and slope terms for each individual. This will tell you for a specific individual (i.e. conditional on the random intercept and slope) what is the effect of a variable on an outcome. However, this isn’t very useful if you are concerned with the marginal effect, i.e. what is the effect of a variable on an outcome on average in the population.

那么，您如何处理呢？ 一种选择是拟合广义线性混合模型，其中每个人都有随机的截距和斜率项。 这将告诉您特定的个体(即以随机截距和斜率为条件)，变量对结果的影响是什么。 但是，如果您关注边际效应，即变量对总体平均结果的影响是什么，这不是很有用。

If you want to answer these population questions you need to fit a generalized linear model using generalized estimating equations (GEE). This is an approach that obtains the population average effect accounting for the fact that observations within individuals are likely to be more similar than those between individuals.

如果要回答这些总体问题，则需要使用广义估计方程 (GEE)拟合广义线性模型。 这是一种获得人口平均效应的方法，说明了一个事实，即个人内部的观察可能比个人之间的观察更相似。

一个例子 (An example)

Suppose we have our outcome — all-cause mortality. Now suppose we record this every month for 10 months for every person. Now suppose our exposure, which is just