Fixed effects, random effects and GEE: What are the differences?

• Published in: Statistics in medicine Vol. 28; no. 2; pp. 221 - 239
• Main Authors: Gardiner, Joseph C., Luo, Zhehui, Roman, Lee Anne
• Format: Journal Article
• Language: English
• Published: Chichester, UK John Wiley & Sons, Ltd 30.01.2009; Wiley Subscription Services, Inc
• Subjects: CES-D; Community Health Workers; conditional maximum likelihood; Data collection; Depression - physiopathology; Differences; fixed effects; generalized linear mixed model; Hausman test; Humans; Likelihood Functions; linear mixed model; Linear Models; Longitudinal Studies; Low income groups; Maximum likelihood method; Medical statistics; Models, Statistical; Nurses; Patient Care Team - statistics & numerical data; Pregnancy; Random Allocation; random effects; robust variance; Studies
• ISSN: 0277-6715; 1097-0258
• DOI: 10.1002/sim.3478

For analyses of longitudinal repeated‐measures data, statistical methods include the random effects model, fixed effects model and the method of generalized estimating equations. We examine the assumptions that underlie these approaches to assessing covariate effects on the mean of a continuous, dichotomous or count outcome. Access to statistical software to implement these models has led to widespread application in numerous disciplines. However, careful consideration should be paid to their critical assumptions to ascertain which model might be appropriate in a given setting. To illustrate similarities and differences that might exist in empirical results, we use a study that assessed depressive symptoms in low‐income pregnant women using a structured instrument with up to five assessments that spanned the pre‐natal and post‐natal periods. Understanding the conceptual differences between the methods is important in their proper application even though empirically they might not differ substantively. The choice of model in specific applications would depend on the relevant questions being addressed, which in turn informs the type of design and data collection that would be relevant. Copyright © 2008 John Wiley & Sons, Ltd.