I'm using the package geepack to fit GEE models.
Does anyone know of methods for add1 and drop1 for a 'geeglm' model object, or
perhaps a method for extractAIC based on the QIC of Pan 2001? I see there has
been some mention of this on R-help a few years ago (RSiteSearch("QIC")).
The package does provide an anova method for its model objects, and update()
seems to work:
library(geepack)
data(dietox) # the example from ?geeglm
# GEE model, using gaussian instead of poisson:
gee1 <- geeglm(Weight~1, data=dietox, id=Pig, family=gaussian, corstr="ar1")
gee2 <- update(gee1, ".~.+Time")
anova(gee1, gee2) # gives a p-value for adding the Time variable
step(gee2, direction="forward") # fails
cheers,
Steve
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