This paper considers the impact of bias in the estimation of the associatio
n parameters for longitudinal binary responses when there are drop-outs. A
number of different estimating equation approaches are considered for the c
ase where drop-out cannot be assumed to be a completely random process. In
particular, standard generalized estimating equations (GEE), GEE based on c
onditional residuals, GEE based on multivariate normal estimating equations
for the covariance matrix, and second-order estimating equations (GEE2) ar
e examined. These different GEE estimators are compared in terms of finite
sample and asymptotic bias under a variety of drop-out processes. Finally,
the relationship between bias in the estimation of the association paramete
rs and bias in the estimation of the mean parameters is explored.