A bias-corrected covariance estimator for improved inference when using an unstructured correlation with quadratic inference functions

DOI10.1016/J.SPL.2013.02.021MaRDI QIDQ386291zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

correlated dataefficiencymarginal modelgeneralized estimating equationsworking correlation structure

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Measures of association (correlation, canonical correlation, etc.) (62H20)

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Cites work

• scientific article; zbMATH DE number 707804 (Why is no real title available?)
• A Covariance Estimator for GEE with Improved Small‐Sample Properties
• 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 note on improving quadratic inference functions using a linear shrinkage approach
• Building Adaptive Estimating Equations When Inverse of Covariance Estimation is Difficult
• Conditional score functions: Some optimality results
• Correlated data analysis: modeling, analytics, and applications
• Improving generalised estimating equations using quadratic inference functions
• Large Sample Properties of Generalized Method of Moments Estimators
• Longitudinal data analysis using generalized linear models

Cited in

(6)

• A Comparison of Two Bias‐Corrected Covariance Estimators for Generalized Estimating Equations
• 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

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