In　this　paper,　we　propose　generalized　estimating　equations　for　the　regression　parameters　in　joint　mean-covariance　model　for　longitudinal　data,　motivated　by　the　alternative　Cholesky　decomposition.　This　decomposition　causes　robust　estimation　of　the　correlation　matrix　against　model　misspecification　for　innovation　variances.　(C)　2020　Elsevier　B.V.　All　rights　reserved.