On the efficiency of extended generalized estimating equation approaches

Statistics and Probability Letters

Volumn 55, Issue 1, 2001, Pages 53-61

  Sutradhar, Brajendra C ^a   Kumar, Pranesh ^b  

^a MEMORIAL UNIVERSITY OF NEWFOUNDLAND   (Canada)

^b UNIVERSITY OF NORTHERN BRITISH COLUMBIA   (Canada)

Author keywords

Consistency; Efficiency; Generalized linear model; Misspecification of correlation structure; Normal based higher order moments; Regression estimator; Working correlation

Indexed keywords

EID: 0041908474     PISSN: 01677152     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0167-7152(01)00127-4     Document Type: Article

References (8)

1. Crowder M. On the use of a working correlation matrix in using generalized linear models for repeated measures. Biometrika. 82:1995;407-410.
2. Fitzmaurice G.M., Laird N.M., Rotnitzky A.G. Regression models for discrete longitudinal responses (with discussion). Statist. Sci. 8:1993;284-309.
3. Hall D.B., Severini T.A. Extended generalized estimating equations for clustered data. J. Amer. Statist. Assoc. 93:1998;1365-1375.
4. Liang K.Y., Zeger S.L. Longitudinal data analysis using generalized linear models. Biometrika. 78:1986;13-22.
5. Prentice R.L., Zhao L.P. Estimating equations for parameters in means and covariances of multivariate discrete and continuous responses. Biometrics. 47:1991;825-839.
6. Shaman P. On the inverse of the covariance matrix of a first order moving average. Biometrika. 56:1969;595-600.
7. Sutradhar B.C., Das K. On the efficiency of regression estimators in generalized linear models for longitudinal data. Biometrika. 86:1999;459-465.
8. Tanaka K., Satchell S.E. Asymptotic properties of the maximum-likelihood and nonlinear least-squares estimators for noninvertible moving average models. Econometric Theory. 5:1989;333-353.