PGEE-package: Penalized Generalized Estimating Equations
Description
This package fits penalized generalized estimating equations to longitudinal
data with high-dimensional covariates through accommodating SCAD-penalty function into
generalized estimating equations.Details
This package consists of three functions. The function
PGEE fits penalized generalized estimating equations to the data. But, before that,
the tuning parameter should be estimated through the function CVfit.
On the other hand, the function MGEE fits unpenalized generalized estimating
equations to the data.References
Wang, L., Zhou, J., and Qu, A. (2012). Penalized generalized estimating equations
for high-dimensional longitudinal data analysis. Biometrics, 68, 353--360.