Fits a marginal regression model using generalized estimating equations (GEE).
Parameters: | maxiter : integer
ctol : float
start_params : array-like
params_niter : integer
first_dep_update : integer
cov_type : string
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Returns: | An instance of the GEEResults class or subclass : |
Notes
If convergence difficulties occur, increase the values of first_dep_update and/or params_niter. Setting first_dep_update to a greater value (e.g. ~10-20) causes the algorithm to move close to the GLM solution before attempting to identify the dependence structure.
For the Gaussian family, there is no benefit to setting params_niter to a value greater than 1, since the mean structure parameters converge in one step.