florianhartig / DHARMa

Diagnostics for HierArchical Regession Models
http://florianhartig.github.io/DHARMa/
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Support for Generalized Estimating Equations (GEE) in DHARMa #339

Open quantstatmodel opened 2 years ago

quantstatmodel commented 2 years ago

Hi,

Many thanks for building such an awesome library. However I dont see any example if this can be used with GEE model (package : glmtoolbox) particularly for Panel data. Is there any? If not, is there any plan to integrate glmtoolbox (or any other GEE package)

florianhartig commented 2 years ago

I haven't worked with GEEs much, so if someone has more insights, comments would be appreciated, but based on my current understanding, I believe that this will be difficult both on a practical and a theoretical level.

If the second point about theory is correct, I would say that you could in principle take a fitted GEE, use the parameters in a GLM, simulate from the GLM and check it with DHARMa. However, you must be very clear which possible residual misfit you would expect the GEE to handle, and which you want to treat as a problem.

DexterGlass commented 2 years ago

Is it already interpretable to look at a GEE model residuals versus fitted plot?

florianhartig commented 2 years ago

Hello Dexter, as I said above, it's not even clear to me what the right scaling would be, i.e. what residuals distributions you would expect for a "correct" GEE. If anyone has more insights on this, I could implement it in DHARMa.