A Comparison of Utilized and Theoretical Covariance Weighting Matrices on the Estimation Performance of Quadratic Inference Functions

DOI10.1080/03610918.2012.752839zbMath1462.62332OpenAlexW2082552384MaRDI QIDQ2876156

Philip M. Westgate

Publication date: 18 August 2014

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610918.2012.752839

zbMATH Keywords

efficiencygeneralized estimating equationscorrelated dataoptimal estimating equationsempirical covariance

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Generalized linear models (logistic models) (62J12)

Related Items (1)

Criterion for the simultaneous selection of a working correlation structure and either generalized estimating equations or the quadratic inference function approach

Cites Work

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• Conditional score functions: Some optimality results
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• Quadratic Inference Functions for Varying‐Coefficient Models with Longitudinal Data

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