%QLS SAS Macro: A SAS Macro for Analysis of Correlated Data Using Quasi-Least Squares

Quasi-least squares (QLS) is an alternative computational approach for estimation of the correlation parameter in the framework of generalized estimating equations (GEE). QLS overcomes some limitations of GEE that were discussed in Crowder (1995). In addition, it allows for easier implementation of...

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Bibliographic Details

Published in:	Journal of Statistical Software
Main Authors:	Han-Joo Kim, Justine Shults
Format:	Article
Language:	English
Published:	Foundation for Open Access Statistics 2010-10-01
Subjects:	longitudinal data generalized estimating equations quasi-least squares SAS
Online Access:	http://www.jstatsoft.org/v35/i02/paper