On the efficiency of regression estimators in generalised linear models for longitudinal data

Liang & Zeger (1986) introduced a generalised estimating equations approach based on a 'working' correlation matrix to obtain consistent and efficient estimators of regression parameters in the class of generalised linear mod els for repeated measures data. As demonstrated by Crowder (1995), because of the uncertainty of definition of the working correlation matrix, the Lia ng-Zeger approach may in some cases lead to a complete breakdown of the est imation of the regression parameters. In this paper we show that, even thou gh the Liang-Zeger approach in many situations yields consistent estimators for the regression parameters, these estimators are usually inefficient as compared to the regression estimators obtained by using the independence e stimating equations approach.