Pages that link to "Item:Q119341"
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The following pages link to A Covariance Estimator for GEE with Improved Small‐Sample Properties (Q119341):
Displayed 15 items.
- Small-Sample Adjustments for Wald-Type Tests Using Sandwich Estimators (Q119347) (← links)
- crrcbcv (Q119352) (← links)
- Which Wald statistic? Choosing a parameterization of the Wald statistic to maximize power in \(k\)-sample generalized estimating equations (Q935459) (← links)
- Negative binomial mixed models for analysis of stuttering rates (Q961970) (← links)
- A SAS/IML software program for GEE and regression diagnostics (Q1010460) (← links)
- Empirical standard errors for longitudinal data mixed linear models (Q1775976) (← links)
- Marginal analysis of longitudinal count data in long sequences: methods and applications to a driving study (Q2428734) (← links)
- Sample Size Considerations for GEE Analyses of Three-Level Cluster Randomized Trials (Q3076059) (← links)
- Testing for Order-Restricted Hypotheses in Longitudinal Data (Q3408542) (← links)
- Comparison of GEE1 and GEE2 estimation applied to clustered logistic regression (Q3636777) (← links)
- Inference from heteroscedastic functional data (Q5189266) (← links)
- A Modified Pseudolikelihood Approach for Analysis of Longitudinal Data (Q5434893) (← links)
- A Comparison of Two Bias‐Corrected Covariance Estimators for Generalized Estimating Equations (Q5434932) (← links)
- Type I and Type II Error Under Random‐Effects Misspecification in Generalized Linear Mixed Models (Q5449901) (← links)
- A mixed model formulation for designing cluster randomized trials with binary outcomes (Q5694519) (← links)