Working correlation matrix ($V_i=A_i^{1/2}{R}_i(\alpha )A_i^{1/2}$)

A working correlation matrix $R_i(\alpha )$ is a positive-definite proposed correlation structure used to weight a generalized estimating equation, with $A_i$ the diagonal matrix of marginal variances. It need not equal the actual correlation matrix. Correct marginal means and independent sampling clusters keep the estimating equations unbiased; a cluster-level sandwich covariance matrix estimates their actual large-sample covariance. For three exchangeable observations, positive definiteness requires $-1/2<\rho <1$.