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
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Publication:5222448
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Cites work
- A Covariance Estimator for GEE with Improved Small‐Sample Properties
- A Note on the Efficiency of Sandwich Covariance Matrix Estimation
- An improved approximation to the precision of fixed effects from restricted maximum likelihood
- Approximations for Standard Errors of Estimators of Fixed and Random Effect in Mixed Linear Models
- Computation of multivariate normal and \(t\) probabilities
- Correlated Binary Regression with Covariates Specific to Each Binary Observation
- Criterion for the simultaneous selection of a working correlation structure and either generalized estimating equations or the quadratic inference function approach
- Improving generalised estimating equations using quadratic inference functions
- Longitudinal data analysis using generalized linear models
- Small Sample Inference for Fixed Effects from Restricted Maximum Likelihood
- Working correlation structure misspecification, estimation and covariate design: Implications for generalised estimating equations performance
Cited in
(5)- A PRESS statistic for working correlation structure selection in generalized estimating equations
- A bias-corrected covariance estimator for improved inference when using an unstructured correlation with quadratic inference functions
- A Comparison of Two Bias‐Corrected Covariance Estimators for Generalized Estimating Equations
- A Comparison of Correlation Structure Selection Penalties for Generalized Estimating Equations
- Approaches for the utilization of multiple criteria to select a working correlation structure for use within generalized estimating equations
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