Working correlation structure misspecification, estimation and covariate design: Implications for generalised estimating equations performance

Biometrika

Volumn 90, Issue 1, 2003, Pages 29-41

  Wang, You Gan ^a   Carey, Vincent ^b  

^a NATIONAL UNIVERSITY OF SINGAPORE   (Singapore)

^b HARVARD MEDICAL SCHOOL   (United States)

Author keywords

Design matrix; Efficiency; Estimating function; Longitudinal data; Pseudolikelihood; Repeated measures

Indexed keywords

EID: 3843096981     PISSN: 00063444     EISSN: None     Source Type: Journal    
DOI: 10.1093/biomet/90.1.29     Document Type: Article

References (18)

1. ALBERT, P. S. & MCSHANE, L. M. (1995). A generalized estimating equations approach for spatially correlated binary data: Applications to the analysis of neuroimaging data. Biometrics 51, 627-38.
2. CARROLL, R. J. & RUPPERT, D. (1988). Transformation and Weighting in Regression. New York: Chapman and Hall.
3. CHAGANTY, R. N. (1997). An alternative approach to the analysis of longitudinal data via generalized estimating equations. J. Statist. Plan. Infer. 63, 39-54.
4. CHAGANTY, R. N. & SHULTS, J. (1999). On eliminating the asymptotic bias in the quasi-least squares estimate of the correlation parameter. J. Statist. Plan. Infer. 76, 145-61.
5. CROWDER, M. (1985), Gaussian estimation for correlated binomial data. J. R. Statist. Soc. B 47, 229-37.
6. CROWDER, M. (1995). On the use of a working correlation matrix in using generalised linear models for repeated measures. Biometrika 82, 407-10.
7. DAVIDIAN, M. & GILTINAN, D. M. (1995). Nonlinear Models for Repeated Measurement Data. London: Chapman and Hall.
8. FITZMAURICE, G. M. (1995). A caveat concerning independence estimating equations with multivariate binary data. Biometrics 51, 309-17.
9. GODAMBE, V. P. (1960). An optimum property of regular maximum likelihood estimation. Ann. Math. Statist. 31, 1208-12.
10. HEAGERTY, P. & ZEGER, S. (2000). Multivariate continuation ratio models: Connections and caveats. Biometrics 56, 719-32.
11. LIANG, K.-Y. & ZEGER, S. L. (1986). Longitudinal data analysis using generalized linear models. Biometrika 73, 13-22.
12. LIANG, K.-Y., ZEGER, S. L. & QAQISH, B. (1992). Multivariate regression analyses for categorical data (with Discussion). J. R. Statist. Soc. B 54, 3-40.
13. MANCL, L. A. & LEROUX, B. G. (1996). Efficiency of regression estimates for clustered data. Biometrics 52, 500-11.
14. PRENTICE, R. L. & ZHAO, L. P. (1991). Estimating equations for parameters in means and covariances of multivariate discrete and continuous responses. Biometrics 41, 825-39.
15. SHULTS, J. & CHAGANTY, R. N. (1998). Analysis of serially correlated data using quasi-least squares. Biometrics 54, 1622-30.
16. SUTRADHAR, B. & DAS, K. (1999). On the efficiency of regression estimators in generalised linear models for longitudinal data. Biometrika 86, 459-65.
17. ZHAO, L. P. & PRENTICE, R. L. (1990). Correlated binary regression using a quadratic exponential model. Biometrika 77, 642-8.
18. ZHAO, L. P., PRENTICE, R. L. & SELF, S. G. (1992). Multivariate mean parameter estimation by using a partly exponential model. J. R. Statist. Soc. B 54, 805-11.