On the application of extended quasi‐likelihood to the clustered data case

The author describes the relationship between the extended generalized estimating equations (EGEEs) of Hall & Severini (1998) and various similar methods. He proposes a true extended quasi‐likelihood approach for the clustered data case and explores restricted maximum likelihood‐like versions of the EGEE and extended quasi‐likelihood estimating equations. He also presents simulation results comparing the various estimators in terms of mean squared error of estimation based on three moderate sample size, discrete data situations.