In this paper, we consider some potential pitfalls of the growing use of quasi‐likelihood‐based information criteria for longitudinal data to select a working correlation structure in a generalized estimating equation framework. In particular, we examine settings where the fully conditional mean does not equal the marginal mean as well as hypothesis testing following selection of the working correlation matrix. Our results suggest that the use of any information criterion for selection of the working correlation matrix is inappropriate when the conditional mean model assumption is violated. We also find that type I error differs from the nominal level in moderate sample sizes following selection of the form of the working correlation but improves as sample size is increased as the selection is then concentrated on a single correlation structure. Our results serve to underline the potential dangers that can arise when using information criteria to select correlation structure in routine data analysis. Copyright © 2015 John Wiley & Sons, Ltd.