Performance of variance estimators in the analysis of longitudinal data with a large cluster size
Journal article
Hu, Shuwen, Wang, You-Gan and Fu, Liya. (2022). Performance of variance estimators in the analysis of longitudinal data with a large cluster size. Journal of Statistical Computation and Simulation. 92(1), pp. 1-18. https://doi.org/10.1080/00949655.2021.1929983
Authors | Hu, Shuwen, Wang, You-Gan and Fu, Liya |
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Abstract | Generalized estimating equations (GEE) is a widely used method for analysing longitudinal data, and the sandwich method is often used to estimate the variance–covariance matrix of the regression coefficient estimators. However, the sandwich method relies on the residual products as an estimator for the true covariance of the responses, and the estimator becomes singular and sparse when the cluster size (n) becomes larger. We carry out a large set of simulation studies to address the question, when the cluster size becomes large, whether the sandwich estimator and their modified versions are still valid when a sparse or singular matrix is used as an estimate of the true covariance of the responses. The performance of smooth bootstrap which involves perturbing the estimating functions is also worth to be investigated when the cluster size is large. Two datasets are analysed to illustrate these findings. |
Keywords | covariance estimate; large cluster size; generalized estimating equations; smooth bootstrap; regularized sandwich estimate |
Year | 2022 |
Journal | Journal of Statistical Computation and Simulation |
Journal citation | 92 (1), pp. 1-18 |
Publisher | Taylor & Francis |
ISSN | 0094-9655 |
Digital Object Identifier (DOI) | https://doi.org/10.1080/00949655.2021.1929983 |
Scopus EID | 2-s2.0-85106214615 |
Page range | 1-18 |
Funder | Australian Research Council (ARC) |
National Natural Science Foundation of China (NSFC) | |
Natural Science Basic Research Plan in Shaanxi Province of China | |
Publisher's version | License All rights reserved File Access Level Controlled |
Output status | Published |
Publication dates | |
Online | 19 May 2021 |
Publication process dates | |
Accepted | 11 May 2021 |
Deposited | 04 Jul 2023 |
ARC Funded Research | This output has been funded, wholly or partially, under the Australian Research Council Act 2001 |
Grant ID | DP160104292 |
11871390 | |
2018JQ1006 |
https://acuresearchbank.acu.edu.au/item/8z36q/performance-of-variance-estimators-in-the-analysis-of-longitudinal-data-with-a-large-cluster-size
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