A stochastic second-order generalized estimating equations approach for estimating intraclass correlation coefficient in the presence of informative missing data
Design and analysis of cluster randomized trials must take into account correlation among outcomes from the same clusters. When applying standard generalized estimating equations (GEE), the first-order (e.g. treatment) effects can be estimated consistently even with a misspecified correlation structure. In settings for which the correlation is of interest, one could estimate this quantity via second-order generalized estimating equations (GEE2). We build upon GEE2 in the setting of missing data, for which we incorporate a "second-order" inverse-probability weighting (IPW) scheme and "second-order" doubly robust (DR) estimating equations that guard against partial model misspecification. We highlight the need to model correlation among missing indicators in such settings. In addition, the computational difficulties in solving these second-order equations have motivated our development of more computationally efficient algorithms for solving GEE2, which alleviates reliance on parameter starting values and provides substantially faster and higher convergence rates than the more widely used deterministic root-solving methods.
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