= Working correlation matrix
{title2=$V_i=A_i^{1/2}R_i(\alpha)A_i^{1/2}$}
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 $-1/2<\rho<1$.
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