A covariance correction that accounts for correlation estimation to improve finite-sample inference with generalized estimating equations: a study on its applicability with structured correlation matrices

DOI10.1080/00949655.2015.1089873OpenAlexW2172333943WikidataQ37384327 ScholiaQ37384327MaRDI QIDQ5222448

Philip M. Westgate

Publication date: 1 April 2020

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: http://europepmc.org/articles/pmc5089177

zbMATH Keywords

efficiencygeneralized estimating equationsbias correctionempirical covariance matrixcorrelation selection

Mathematics Subject Classification ID

Generalized linear models (logistic models) (62J12) Parametric inference (62F99)

Related Items (3)

A PRESS statistic for working correlation structure selection in generalized estimating equations ⋮ Approaches for the utilization of multiple criteria to select a working correlation structure for use within generalized estimating equations ⋮ A Comparison of Correlation Structure Selection Penalties for Generalized Estimating Equations

Uses Software

• mvtnorm
• bindata
• Unnamed Item

Cites Work

• Longitudinal data analysis using generalized linear models
• A Covariance Estimator for GEE with Improved Small‐Sample Properties
• Improving generalised estimating equations using quadratic inference functions
• An improved approximation to the precision of fixed effects from restricted maximum likelihood
• Computation of multivariate normal and \(t\) probabilities
• Correlated Binary Regression with Covariates Specific to Each Binary Observation
• Approximations for Standard Errors of Estimators of Fixed and Random Effect in Mixed Linear Models
• Small Sample Inference for Fixed Effects from Restricted Maximum Likelihood
• Working correlation structure misspecification, estimation and covariate design: Implications for generalised estimating equations performance
• A Note on the Efficiency of Sandwich Covariance Matrix Estimation
• 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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