Bias-Reduced GEE via Adjusted Estimating Equations, with Odds-Ratio Extensions

Abstract: Generalized estimating equations (GEE) are widely used for correlated data, but with small to moderate numbers of independent clusters the ordinary GEE regression estimators can be substantially biased. We develop a first-order bias-reduction principle for GEE by viewing the estimator as a clustered-data $M$-estimator and deriving an adjustment to the estimating equations that targets the leading bias term while accounting for the dependence of the working covariance on the mean parameters. The resulting class includes three bias-reduced estimators and three one-step bias-corrected analogs, nesting the bias-corrected estimator of Lunardon and Scharfstein (2017) and the bias-reduced and bias-corrected estimators of Paul and Zhang (2014) as special cases. The framework applies to general response types through correlation-coefficient parameterizations for the association structure and extends to correlated binary data through pairwise odds-ratio parameterizations, yielding the first bias-reduced and bias-corrected GEE estimators under this parameterization, for which the marginal-mean compatibility constraints are far less restrictive than those of correlation-coefficient parameterizations, making them better suited for small-sample settings. Under standard regularity conditions, all six estimators share the same asymptotic distribution as the ordinary GEE. Simulation studies show that the proposed estimators reduce bias while maintaining efficiency and coverage close to those of ordinary GEE across a range of settings, and a clinical trial analysis illustrates the proposed estimators in practice. Software is available in the R package geer.