Jeffreys-Type Penalized GEE for Correlated Binary Data with an Odds-Ratio Parameterization

Anestis Touloumis

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arXiv · 2606.16058

Jeffreys-Type Penalized GEE for Correlated Binary Data with an Odds-Ratio Parameterization

Anestis Touloumis

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Abstract

Generalized estimating equations (GEE) are widely used for population-averaged inference on correlated binary responses, but ordinary GEE can fail under separation, a situation that is more likely in small-sample, sparse, or rare-event settings, leading to nonconvergence, infinite or extreme estimates, and unreliable inference. Existing penalized GEE (PGEE) approaches mitigate some of these problems but do not generally guarantee finite estimates under nonindependence working structures and often rely on correlation-coefficient parameterizations whose admissible range shrinks as fitted probabilities approach zero or one, forcing the working association toward independence under separation. We propose a PGEE framework that combines a Jeffreys-prior penalty with marginalized odds-ratio working parameterizations. The odds-ratio parameterization avoids this failure, while the penalty, with tunable strength $δ$ and default $δ= 1/2$, stabilizes estimation under separation. Under working independence, PGEE reduces to the Jeffreys-prior penalized maximum-likelihood estimator, yielding finite estimates for logit, probit, complementary log-log, and cauchit links. Under nonindependence odds-ratio structures, where a formal finiteness guarantee is unavailable, PGEE achieves near-complete empirical convergence even in separated settings. We also propose one-step and hybrid variants, OPGEE and HPGEE, that reduce computational cost. Simulations show that all three variants substantially outperform ordinary GEE under separation while retaining the performance of ordinary GEE in regular settings. We illustrate the method using a respiratory-illness trial in which ordinary GEE fails, and provide an implementation in the R package geer.

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Anestis Touloumis. 2026-06-14. Jeffreys-Type Penalized GEE for Correlated Binary Data with an Odds-Ratio Parameterization. https://arxiv.org/abs/2606.16058

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