Criterion for the simultaneous selection of a working correlation structure and either generalized estimating equations or the quadratic inference function approach

DOI10.1002/BIMJ.201300098zbMATH Open1441.62530OpenAlexW1496560116WikidataQ51123065 ScholiaQ51123065MaRDI QIDQ5420232FDOQ5420232

Authors: Philip M. Westgate 

Publication date: 11 June 2014

Published in: Biometrical Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/bimj.201300098

Recommendations

• Approaches for the utilization of multiple criteria to select a working correlation structure for use within generalized estimating equations
• Working correlation structure selection in generalized estimating equations
• A caution in the use of multiple criteria for selecting working correlation structure in generalized estimating equations
• Comparison of criteria to select a working correlation matrix in generalized estimating equations
• Criterion for the selection of a working correlation structure in the generalized estimating equation approach for longitudinal balanced data
• A Comparison of Correlation Structure Selection Penalties for Generalized Estimating Equations
• A PRESS statistic for working correlation structure selection in generalized estimating equations
• Model selection criterion based on the multivariate quasi-likelihood for generalized estimating equations
• Generalized estimating equations with stabilized working correlation structure

zbMATH Keywords

efficiencygeneralized estimating equationsquadratic inference functionsempirical covariance matrixcorrelation selection

Mathematics Subject Classification ID

Applications of statistics to biology and medical sciences; meta analysis (62P10) Estimation in multivariate analysis (62H12)

Cites Work

• Large Sample Properties of Generalized Method of Moments Estimators
• Longitudinal data analysis using generalized linear models
• Empirical likelihood and general estimating equations
• Correlated data analysis: modeling, analytics, and applications
• Akaike's information criterion in generalized estimating equations
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• A Note on the Efficiency of Sandwich Covariance Matrix Estimation
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• Improving generalised estimating equations using quadratic inference functions
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• A note on improving quadratic inference functions using a linear shrinkage approach
• A bias-corrected covariance estimator for improved inference when using an unstructured correlation with quadratic inference functions
• Building Adaptive Estimating Equations When Inverse of Covariance Estimation is Difficult
• Informative estimation and selection of correlation structure for longitudinal data
• Analysis of clustered data: A combined estimating equations approach
• Empirical likelihood for generalized linear models with longitudinal data
• Criterion for the selection of a working correlation structure in the generalized estimating equation approach for longitudinal balanced data
• Criterion for the simultaneous selection of a working correlation structure and either generalized estimating equations or the quadratic inference function approach
• Model diagnostic tests for selecting informative correlation structure in correlated data
• A Comparison of Two Bias‐Corrected Covariance Estimators for Generalized Estimating Equations
• A comparison of utilized and theoretical covariance weighting matrices on the estimation performance of quadratic inference functions

Cited In (14)

• Comparison of hybrid GEE method and QIF method
• A PRESS statistic for working correlation structure selection in generalized estimating equations
• Selection criterion of work matrix as a function of limiting estimates of the covariance matrix of correlated data in GEE
• Akaike's information criterion in generalized estimating equations
• Working correlation structure selection in generalized estimating equations
• Model selection in the weighted generalized estimating equations for longitudinal data with dropout
• Model selection criterion based on the multivariate quasi-likelihood for generalized estimating equations
• A study of quadratic inference functions with alternative weighting matrices
• Marginal quantile regression for longitudinal data analysis in the presence of time-dependent covariates
• 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
• A Gaussian pseudolikelihood approach for quantile regression with repeated measurements
• The perils of quasi-likelihood information criteria
• 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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