GEE.fit()

statsmodels.genmod.generalized_estimating_equations.GEE.fit

GEE.fit(maxiter=60, ctol=1e-06, start_params=None, params_niter=1, first_dep_update=0, cov_type='robust') [source]

Fits a marginal regression model using generalized estimating equations (GEE).

Parameters:

maxiter : integer The maximum number of iterations ctol : float The convergence criterion for stopping the Gauss-Seidel iterations start_params : array-like A vector of starting values for the regression coefficients. If None, a default is chosen. params_niter : integer The number of Gauss-Seidel updates of the mean structure parameters that take place prior to each update of the dependence structure. first_dep_update : integer No dependence structure updates occur before this iteration number. cov_type : string One of ?robust?, ?naive?, or ?bias_reduced?.

Returns:

An instance of the GEEResults class or subclass :

Notes

If convergence difficulties occur, increase the values of first_dep_update and/or params_niter. Setting first_dep_update to a greater value (e.g. ~10-20) causes the algorithm to move close to the GLM solution before attempting to identify the dependence structure.

For the Gaussian family, there is no benefit to setting params_niter to a value greater than 1, since the mean structure parameters converge in one step.