Moment methods for analysing repeated binary responses have been propo
sed by Liang and Zeger, and extended by Prentice and Zhao and Prentice
. In these estimating equations, models are proposed for the correlati
on between the repeated binary responses. We extend Liang and Zeger's
method to models for the correlation between repeated nominal or ordin
al categorical responses; in particular, when the repeated responses a
re binary, our methods reduce to Liang and Zeger's method. Our method
is illustrated with two datasets. One dataset contains repeated observ
ations of self-assessment of arthritis, an ordered variable with three
categories, collected during a randomized comparative study of altern
ative treatments of patients with rheumatoid arthritis. The second dat
aset is a longitudinal study of the health effects of air pollution, i
n which the repeated ordered multinomial response is the wheezing stat
us (no wheeze, wheeze with cold, wheeze apart from cold) of a child at
ages 9, 10, 11 and 12 years.