A bias-corrected covariance estimator for improved inference when using an unstructured correlation with quadratic inference functions
DOI10.1016/J.SPL.2013.02.021zbMATH Open1278.62083OpenAlexW2015234077MaRDI QIDQ386291FDOQ386291
Authors: Philip M. Westgate 
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
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correlated dataefficiencymarginal modelgeneralized estimating equationsworking correlation structure
Estimation in multivariate analysis (62H12) Measures of association (correlation, canonical correlation, etc.) (62H20)
Cites Work
- Large Sample Properties of Generalized Method of Moments Estimators
- Longitudinal data analysis using generalized linear models
- Correlated data analysis: modeling, analytics, and applications
- Conditional score functions: Some optimality results
- A Note on the Efficiency of Sandwich Covariance Matrix Estimation
- A finite sample correction for the variance of linear efficient two-step GMM estimators
- A Covariance Estimator for GEE with Improved Small‐Sample Properties
- Improving generalised estimating equations using quadratic inference functions
- A note on improving quadratic inference functions using a linear shrinkage approach
- Title not available (Why is that?)
- Building Adaptive Estimating Equations When Inverse of Covariance Estimation is Difficult
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- Simultaneous estimation and inference for multiple response variables
- Covariance estimation under spatial dependence
- 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 comparison of utilized and theoretical covariance weighting matrices on the estimation performance of quadratic inference functions
- Criterion for the simultaneous selection of a working correlation structure and either generalized estimating equations or the quadratic inference function approach
- A Comparison of Two Bias‐Corrected Covariance Estimators for Generalized Estimating Equations
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