Asymptotic bias of $C_p$ type criterion for model selection in the GEE when the sample size and the cluster sizes are large

Abstract

In this paper, we evaluate the asymptotic bias of $C_p$ type criterion for model selection in the GEE (generalized estimating equation) method when the sample and cluster sizes are large. We present the asymptotic properties of GEE estimator and the model selection criterion. Then, we present the order of the asymptotic bias of PMSEG (the prediction mean squared error in the GEE).