Improving power in small-sample longitudinal studies when using generalized estimating equations
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Cites work
- A bias correction for covariance estimators to improve inference with generalized estimating equations that use an unstructured correlation matrix
- A Caveat Concerning Independence Estimating Equations with Multivariate Binary Data
- A Comparison of Two Bias‐Corrected Covariance Estimators for Generalized Estimating Equations
- 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
- A Covariance Estimator for GEE with Improved Small‐Sample Properties
- A Note on the Efficiency of Sandwich Covariance Matrix Estimation
- Correlated Binary Regression with Covariates Specific to Each Binary Observation
- Efficiency of Regression Estimates for Clustered Data
- Improving the correlation structure selection approach for generalized estimating equations and balanced longitudinal data
- Longitudinal data analysis using generalized linear models
- Miscellanea. On the efficiency of regression estimators in generalised linear models for longitudinal data
- On small-sample inference in group randomized trials with binary outcomes and cluster-level covariates
- On the robust variance estimator in generalised estimating equations
- On the use of a working correlation matrix in using generalised linear models for repeated measures
- Small sample correction for the variance of GEE estimators
- Small-sample adjustments for Wald-type tests using sandwich estimators
- Working correlation structure misspecification, estimation and covariate design: Implications for generalised estimating equations performance
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