ON THE USE OF A WORKING CORRELATION MATRIX IN USING GENERALIZED LINEAR-MODELS FOR REPEATED-MEASURES

In a seminal paper Liang & Zeger (1986) extended the use of generalise d linear models to repeated measures data. They based the analysis on specifications for the means and variances of the observations, as usu al for generalised linear models, but showed how specifications for th e correlations between measurements made on the same unit could be avo ided by using a 'working' correlation matrix. In some cases the parame ters involved in this matrix are subject to an uncertainty of definiti on which can lead to a breakdown of the asymptotic properties of the e stimators.