Some Covariance Models for Longitudinal Count Data with Overdispersion

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Abstract
A family of covariance models for longitudinal counts with predictive covariates is presented. These models account for overdispersion, heteroscedasticity, and dependence among repeated observations. The approach is a quasi-likelihood regression similar to the formulation given by Liang and Zeger (1986, Biometrika 73, 13-22). Generalized estimating equations for both the covariate parameters and the variance-covariance parameters are presented. Large-sample properties of the parameter estimates are derived. The proposed methods are illustrated by an analysis of epileptic seizure count data arising from a study of progabide as an adjuvant therapy for partial seizures.