Fig. 4

Coverage of 95% confidence intervals for β₁ with generalized estimating equations (GEE), single-step augmented GEE (augGEE1), iterated augmented GEE (augGEE), single-step augmented GEE with independent working correlation structure (augGEE1, ind) and penalized GEE (pGEE) for the 36 scenarios. The coverage was calculated as the relative frequency of data sets where the confidence intervals included the true regression coefficient β₁ = 0.69. In the calculation of the coverage, non-convergent fits by ordinary GEE, augmented GEE or penalized GEE were replaced by the results from single-step augmented GEE with independent working correlation structure. The grey band (0.935 to 0.963) represents the Monte Carlo error (95 % confidence interval) at an observed probability of 0.95 with 1000 repetitions. For scenarios with small, moderate or large cluster size, the numbers of observations per cluster were sampled from a truncated Poisson distribution with mean 5, 10 or 20, respectively. A moderate or large correlation refers to a correlation coefficient of 0.7 or 0.9 at the level of latent responses. ‘Event rate’ denotes the expected proportion of Y = 1 in a scenario