 Generalized estimating equation

For independent clusters with mean vector $m_i(\theta )$ and positive definite working covariance matrix $V_i$, a generalized estimating equation solvesCorrect mean specification and regularity can give a consistent estimator of identifiable mean coefficients despite a misspecified working covariance. A sandwich covariance matrix accounts for actual cluster variation. Mean equations alone cannot identify two parameters that always enter through the same combination.

Generalized Estimating Equations (GEE) are a statistical method used for estimating parameters of a generalized linear model with correlated data, typically arising in longitudinal or clustered data contexts. GEEs are particularly valuable in handling situations where the observations are not independent, which violates one of the key assumptions of standard regression techniques.