In this example the data, from Thall and Vail (1990), concern the treatment of people suffering from epileptic seizure episodes. These data are also analyzed in Diggle, Liang, and Zeger (1994). The data consist of the number of epileptic seizures in an eightweek baseline period, before any treatment, and in each of four twoweek treatment periods, in which patients received either a placebo or the drug Progabide in addition to other therapy. A portion of the data is displayed in Table 40.16. See “Gee Model for Count Data, Exchangeable Correlation” in the SAS/STAT Sample Program Library for the complete data set.
Table 40.16: Epileptic Seizure Data
Patient ID 
Treatment 
Baseline 
Visit1 
Visit2 
Visit3 
Visit4 

104 
Placebo 
11 
5 
3 
3 
3 
106 
Placebo 
11 
3 
5 
3 
3 
107 
Placebo 
6 
2 
4 
0 
5 
. 

. 

. 

101 
Progabide 
76 
11 
14 
9 
8 
102 
Progabide 
38 
8 
7 
9 
4 
103 
Progabide 
19 
0 
4 
3 
0 
. 

. 

. 
Model the data as a loglinear model with (the Poisson variance function) and
where
number of epileptic seizures in interval j
length of interval j
The correlations between the counts are modeled as , (exchangeable correlations). For comparison, the correlations are also modeled as independent (identity correlation matrix). In this model, the regression parameters have the interpretation in terms of the log seizure rate displayed in Table 40.17.
Table 40.17: Interpretation of Regression Parameters
Treatment 
Visit 


Placebo 
Baseline 

1–4 


Progabide 
Baseline 

1–4 

The difference between the log seizure rates in the pretreatment (baseline) period and the treatment periods is for the placebo group and for the Progabide group. A value of indicates a reduction in the seizure rate.
Output 40.7.1 lists the first 14 observations of the data, which are arranged as one visit per observation:
Output 40.7.1: Partial Listing of the Seizure Data
Obs  id  y  visit  trt  bline  age 

1  104  5  1  0  11  31 
2  104  3  2  0  11  31 
3  104  3  3  0  11  31 
4  104  3  4  0  11  31 
5  106  3  1  0  11  30 
6  106  5  2  0  11  30 
7  106  3  3  0  11  30 
8  106  3  4  0  11  30 
9  107  2  1  0  6  25 
10  107  4  2  0  6  25 
11  107  0  3  0  6  25 
12  107  5  4  0  6  25 
13  114  4  1  0  8  36 
14  114  4  2  0  8  36 
Some further data manipulations create an observation for the baseline measures, a log time interval variable for use as an offset, and an indicator variable for whether the observation is for a baseline measurement or a visit measurement. Patient 207 is deleted as an outlier, as in the Diggle, Liang, and Zeger (1994) analysis. The following statements prepare the data for analysis with PROC GENMOD:
data new; set thall; output; if visit=1 then do; y=bline; visit=0; output; end; run; data new; set new; if id ne 207; if visit=0 then do; x1=0; ltime=log(8); end; else do; x1=1; ltime=log(2); end; run;
For comparison with the GEE results, an ordinary Poisson regression is first fit. The results are shown in Output 40.7.2.
Output 40.7.2: Maximum Likelihood Estimates
Analysis Of Maximum Likelihood Parameter Estimates  

Parameter  DF  Estimate  Standard Error  Wald 95% Confidence Limits  Wald ChiSquare  Pr > ChiSq  
Intercept  1  1.3476  0.0341  1.2809  1.4144  1565.44  <.0001 
x1  1  0.1108  0.0469  0.0189  0.2027  5.58  0.0181 
trt  1  0.1080  0.0486  0.2034  0.0127  4.93  0.0264 
x1*trt  1  0.3016  0.0697  0.4383  0.1649  18.70  <.0001 
Scale  0  1.0000  0.0000  1.0000  1.0000 
Note:  The scale parameter was held fixed. 
The GEE solution is requested with the REPEATED statement in the GENMOD procedure. The SUBJECT=ID option indicates that the
variable id
describes the observations for a single cluster, and the CORRW option displays the working correlation matrix. The TYPE=
option specifies the correlation structure; the value EXCH indicates the exchangeable structure.
The following statements perform the analysis:
proc genmod data=new; class id; model y=x1  trt / d=poisson offset=ltime; repeated subject=id / corrw covb type=exch; run;
These statements first fit a generalized linear model (GLM) to these data by maximum likelihood. The estimates are not shown in the output, but are used as initial values for the GEE solution.
Information about the GEE model is displayed in Output 40.7.3. The results of fitting the model are displayed in Output 40.7.4. Compare these with the model of independence displayed in Output 40.7.2. The parameter estimates are nearly identical, but the standard errors for the independence case are underestimated. The coefficient of the interaction term, , is highly significant under the independence model and marginally significant with the exchangeable correlations model.
Output 40.7.3: GEE Model Information
GEE Model Information  

Correlation Structure  Exchangeable 
Subject Effect  id (58 levels) 
Number of Clusters  58 
Correlation Matrix Dimension  5 
Maximum Cluster Size  5 
Minimum Cluster Size  5 
Output 40.7.4: GEE Parameter Estimates
Analysis Of GEE Parameter Estimates  

Empirical Standard Error Estimates  
Parameter  Estimate  Standard Error  95% Confidence Limits  Z  Pr > Z  
Intercept  1.3476  0.1574  1.0392  1.6560  8.56  <.0001 
x1  0.1108  0.1161  0.1168  0.3383  0.95  0.3399 
trt  0.1080  0.1937  0.4876  0.2716  0.56  0.5770 
x1*trt  0.3016  0.1712  0.6371  0.0339  1.76  0.0781 
Table 40.18 displays the regression coefficients, standard errors, and normalized coefficients that result from fitting the model with independent and exchangeable working correlation matrices.
Table 40.18: Results of Model Fitting
Variable 
Correlation Structure 
Coef. 
Std. Error 
Coef./S.E. 

Intercept 
Exchangeable 
1.35 
0.16 
8.56 
Independent 
1.35 
0.03 
39.52 

Visit 
Exchangeable 
0.11 
0.12 
0.95 
Independent 
0.11 
0.05 
2.36 

Treat 
Exchangeable 
–0.11 
0.19 
–0.56 
Independent 
–0.11 
0.05 
–2.22 


Exchangeable 
–0.30 
0.17 
–1.76 
Independent 
–0.30 
0.07 
–4.32 
The fitted exchangeable correlation matrix is specified with the CORRW option and is displayed in Output 40.7.5.
Output 40.7.5: Working Correlation Matrix
Working Correlation Matrix  

Col1  Col2  Col3  Col4  Col5  
Row1  1.0000  0.5941  0.5941  0.5941  0.5941 
Row2  0.5941  1.0000  0.5941  0.5941  0.5941 
Row3  0.5941  0.5941  1.0000  0.5941  0.5941 
Row4  0.5941  0.5941  0.5941  1.0000  0.5941 
Row5  0.5941  0.5941  0.5941  0.5941  1.0000 
If you specify the COVB option, you produce both the modelbased (naive) and the empirical (robust) covariance matrices. Output 40.7.6 contains these estimates.
Output 40.7.6: Covariance Matrices
Covariance Matrix (ModelBased)  

Prm1  Prm2  Prm3  Prm4  
Prm1  0.01223  0.001520  0.01223  0.001520 
Prm2  0.001520  0.01519  0.001520  0.01519 
Prm3  0.01223  0.001520  0.02495  0.005427 
Prm4  0.001520  0.01519  0.005427  0.03748 
Covariance Matrix (Empirical)  

Prm1  Prm2  Prm3  Prm4  
Prm1  0.02476  0.001152  0.02476  0.001152 
Prm2  0.001152  0.01348  0.001152  0.01348 
Prm3  0.02476  0.001152  0.03751  0.002999 
Prm4  0.001152  0.01348  0.002999  0.02931 
The two covariance estimates are similar, indicating an adequate correlation model.