Selection of working correlation structure in generalized estimating equations
Journal article
Wang, You-Gan and Fu, Liya. (2017). Selection of working correlation structure in generalized estimating equations. Statistics in Medicine. 36(14), pp. 2206-2219. https://doi.org/10.1002/sim.7262
Authors | Wang, You-Gan and Fu, Liya |
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Abstract | The well-known generalized estimating equations is a very popular approach for analyzing longitudinal data. Selecting an appropriate correlation structure in the generalized estimating equations framework is a key step for estimating parameters efficiently and deriving reliable statistical inferences. We present two new criteria for selecting the best among the candidates with any arbitrary structures, even for irregularly timed measurements. The simulation results demonstrate that the new criteria perform more similarly to EAIC and EBIC as the sample size becomes large. However, their performance is much enhanced when the sample size is small and the number of measurements is large. Finally, three real datasets are used to illustrate the proposed criteria. |
Keywords | empirical likelihood; longitudinal data; model selection; working correlation matrix |
Year | 01 Jan 2017 |
Journal | Statistics in Medicine |
Journal citation | 36 (14), pp. 2206-2219 |
Publisher | John Wiley and Sons Ltd |
ISSN | 0277-6715 |
Digital Object Identifier (DOI) | https://doi.org/10.1002/sim.7262 |
PubMed ID | 28226396 |
Web address (URL) | https://onlinelibrary.wiley.com/doi/10.1002/sim.7262 |
Open access | Published as non-open access |
Research or scholarly | Research |
Page range | 2206-2219 |
Publisher's version | License All rights reserved File Access Level Controlled |
Output status | Published |
Publication dates | |
Online | 22 Feb 2017 |
Publication process dates | |
Accepted | 30 Jan 2017 |
Deposited | 10 Jan 2023 |
Additional information | Copyright © 2017 John Wiley & Sons, Ltd. |
Place of publication | United Kingdom |
https://acuresearchbank.acu.edu.au/item/8y923/selection-of-working-correlation-structure-in-generalized-estimating-equations
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