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A Comparison of Bias-Corrected Covariance Estimators for Generalized Estimating Equations
Journal of Biopharmaceutical Statistics, 2013Although asymptotically the sandwich covariance estimator is consistent and robust with respect to the selection of the working correlation matrix, when the sample size is small, its bias may not be negligible. This article compares the small sample corrections for the sandwich covariance estimator as well as the inferential procedures proposed by ...
Cun-Hui Zhang +2 more
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Extended Generalized Estimating Equations for Clustered Data
Journal of the American Statistical Association, 1998Abstract Typically, analysis of data consisting of multiple observations on a cluster is complicated by within-cluster correlation. Estimating equations for generalized linear modeling of clustered data have recently received much attention. This article proposes an extension to the generalized estimating equation method proposed by Liang and Zeger ...
Daniel B. Hall, Thomas A. Severini
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Assessing the validity of weighted generalized estimating equations
Biometrika, 2011The inverse probability weighted generalized estimating equations approach (Robins et al. 1994; Robins et al. 1995), effectively removes bias and provides valid statistical inference for regression parameter estimation in marginal models when longitudinal data contain missing values.
A. Qu, G. Y. Yi, P. X.-K. Song, P. Wang
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Spatial Confounding in Generalized Estimating Equations [PDF]
The American Statistician, 2022 Francis K. C. Hui, Howard D. Bondell
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Generalized Estimating Equation and Generalized Linear Mixed Models
2020This chapter covers methods to model observations that are correlated. The modeling of correlated data requires an alternative to the joint likelihood to obtain the parameter estimates. One such method is based on modeling the marginal mean and another method is based on modeling the conditional mean.
Ding-Geng Chen +2 more
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Generalized Estimating Equations (GEE) for Mixed Logistic Models
Communications in Statistics - Theory and Methods, 2003In this article, the problem of estimating the fixed effects parameters and the variance components in logistic mixed models is considered. It is well known that estimating these parameters by the method of maximum likelihood faces computational difficulties.
Feddag, Mohand Larbi +2 more
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Practical considerations of the jackknife estimator of variance for generalized estimating equations
Statistical Papers, 1997Lipsitz, Dear and Zhao (1994) proposed a “one-step” Jackknife estimator of the variance based on Wu's (1986) jackknife and showed its asymptotic equivalence to the robust variance estimator of White (1982) and Liang and Zeger (1986). In this paper an asymptotically equivalent estimator is proposed which avoids the Newton-Raphson or Fisher scoring step ...
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