A bias-corrected covariance estimator for improved inference when using an unstructured correlation with quadratic inference functions

DOI10.1016/j.spl.2013.02.021zbMath1278.62083OpenAlexW2015234077MaRDI QIDQ386291

Philip M. Westgate

Publication date: 9 December 2013

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2013.02.021

zbMATH Keywords

efficiencygeneralized estimating equationscorrelated datamarginal modelworking correlation structure

Mathematics Subject Classification ID

Related Items (2)

Simultaneous estimation and inference for multiple response variables ⋮ Criterion for the simultaneous selection of a working correlation structure and either generalized estimating equations or the quadratic inference function approach

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• A Note on the Efficiency of Sandwich Covariance Matrix Estimation
• Building Adaptive Estimating Equations When Inverse of Covariance Estimation is Difficult

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