What is PGEE_M?
Penalized Generalized Estimating Equation of Multinomial Responses is a method for identifying important variables and estimation of their regression coefficient simultaneously for high-dimensional longitudinal multinomial responses.
For variable selection as well as for the estimation of high-dimensional longitudinal data, PGEE_M uses two non-convex penalties such as the SCAD and the MCP penalty.
To estimate model parameters, PGEE_M adopts an iterative algorithm, which combines with the minorization-maximization (MM) algorithm for the nonconvex penalty with the Fisher-scoring algorithm.
Detailed algorithm is described in the below original article: “Penalized generalized estimating equations approach to longitudinal data with multinomial responses”.
This PGEE_M software can only produce results for independent correlation structure.
To create the PGEE_M software, we used some part of code from the “PGEE” package (https://github.com/cran/PGEE) and the “multgee” package (https://github.com/AnestisTouloumis/multgee).
Sample Dataset
The sample dataset contains 500 samples, with each subject being evaluated at 4 different time points, a total of 100 covariates and the number of categories of response variable is 5.
Contact
The PGEE_M program has developed and maintained by
- Md. Kamruzzaman (kzaman1@isrt.ac.bd) at Bioinformatics and Biostatistics Lab., Dept. of Statistics in Seoul National University.
Download
An example R script is linked to here
An example data is linked to here