Introduction

Quasi-least squares (QLS) is a method for analysis of correlated data that is in the

framework of the generalized estimating equation (GEE) approach introduced by

Liang and Zeger (1986). Prior to delving into the technical details, in this introduc-

tory chapter we provide an overview of GEE and of QLS. We also describe several

datasets with characteristics that are commonly encountered in studies that yield cor-

related data. We will refer back to these datasets throughout the book, as we describe

QLS, demonstrate its implementation, and make comparisons with other popular ap-

proaches for the analysis of correlated data.