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First of all there is another question about it here, but it has no answers unfortunately...And also here, but it is more general about mixed models and GEE, while my question is more specific...

So, my question is simle but also very general: Are GEE and GLS the same model ?

For instance, if i run a model with gls() + AR(1) structure and a GEE +AR(1) structure, will these 2 correspond to the same model ?

And if not, why ? In which part do they differ ?

Thanks

GiannisZ
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1 Answers1

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In Section 13.2 of Applied longitudinal analysis, it says:

For the case of linear models (i.e., marginal models with an identity link function), the generalized least squares (GLS) estimator of $\beta$ discussed in Chapter 4 can be considered a special case of the GEE approach.

Reference

Fitzmaurice, Garrett M., Nan M. Laird, and James H. Ware. Applied longitudinal analysis. Vol. 998. John Wiley & Sons, 2012.