A bias-corrected covariance estimator for improved inference when using an unstructured correlation with quadratic inference functions
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Publication:386291
DOI10.1016/j.spl.2013.02.021zbMath1278.62083OpenAlexW2015234077MaRDI QIDQ386291
Publication date: 9 December 2013
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spl.2013.02.021
efficiencygeneralized estimating equationscorrelated datamarginal modelworking correlation structure
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Related Items (2)
Simultaneous estimation and inference for multiple response variables ⋮ Criterion for the simultaneous selection of a working correlation structure and either generalized estimating equations or the quadratic inference function approach
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- Building Adaptive Estimating Equations When Inverse of Covariance Estimation is Difficult
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