Generalized estimating equations with stabilized working correlation structure

DOI10.1016/J.CSDA.2016.08.016zbMath1466.62124OpenAlexW2511372731MaRDI QIDQ1658494

Young-Geun Choi, Taesung Park, Myunghee Cho Paik, Yongchan Kwon, Andreas Ziegler

Publication date: 14 August 2018

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2016.08.016

zbMATH Keywords

positive definitenessgeneralized estimating equationsworking correlationlinear shrinkageunstructured correlation matrix

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08)

Related Items (1)

Fixed support positive-definite modification of covariance matrix estimators via linear shrinkage

Cites Work

• Unnamed Item
• Longitudinal data analysis using generalized linear models
• A well-conditioned estimator for large-dimensional covariance matrices
• Nonlinear shrinkage estimation of large-dimensional covariance matrices
• Nonparametric eigenvalue-regularized precision or covariance matrix estimator
• The variational form of certain Bayes estimators
• Criterion for the Selection of a Working Correlation Structure in the Generalized Estimating Equation Approach for Longitudinal Balanced Data
• Akaike's Information Criterion in Generalized Estimating Equations
• Shrinkage Estimators for Covariance Matrices
• Model diagnostic tests for selecting informative correlation structure in correlated data
• Working correlation structure misspecification, estimation and covariate design: Implications for generalised estimating equations performance
• Nonconjugate Bayesian Estimation of Covariance Matrices and Its Use in Hierarchical Models
• On the use of a working correlation matrix in using generalised linear models for repeated measures
• A Generalized Estimating Equations Approach for Spatially Correlated Binary Data: Applications to the Analysis of Neuroimaging Data
• Information Ratio Test for Model Misspecification in Quasi-Likelihood Inference
• Condition-Number-Regularized Covariance Estimation
• Unbiased Estimating Equations From Working Correlation Models for Irregularly Timed Repeated Measures

This page was built for publication: Generalized estimating equations with stabilized working correlation structure