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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Recommendations
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Cites work
- 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 utilized and theoretical covariance weighting matrices on the estimation performance of quadratic inference functions
- A Covariance Estimator for GEE with Improved Small‐Sample Properties
- A note on improving quadratic inference functions using a linear shrinkage approach
- A Note on the Efficiency of Sandwich Covariance Matrix Estimation
- Akaike's information criterion in generalized estimating equations
- Analysis of clustered data: A combined estimating equations approach
- Assessing robustness of generalised estimating equations and quadratic inference functions
- Building Adaptive Estimating Equations When Inverse of Covariance Estimation is Difficult
- Conditional score functions: Some optimality results
- Correlated data analysis: modeling, analytics, and applications
- 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
- Empirical likelihood and general estimating equations
- Empirical likelihood for generalized linear models with longitudinal data
- Empirical likelihood ratio confidence intervals for a single functional
- Hypothesis testing of regression parameters in semiparametric generalized linear models for cluster correlated data
- Improving generalised estimating equations using quadratic inference functions
- Informative estimation and selection of correlation structure for longitudinal data
- Large Sample Properties of Generalized Method of Moments Estimators
- Longitudinal data analysis using generalized linear models
- Model diagnostic tests for selecting informative correlation structure in correlated data
- Some Covariance Models for Longitudinal Count Data with Overdispersion
- Working correlation structure misspecification, estimation and covariate design: Implications for generalised estimating equations performance
Cited in
(15)- A Gaussian pseudolikelihood approach for quantile regression with repeated measurements
- Working correlation structure selection in generalized estimating equations
- Model selection in the weighted generalized estimating equations for longitudinal data with dropout
- A comparison of utilized and theoretical covariance weighting matrices on the estimation performance of quadratic inference functions
- A study of quadratic inference functions with alternative weighting matrices
- Akaike's information criterion in generalized estimating equations
- Comparison of hybrid GEE method and QIF method
- Model selection criterion based on the multivariate quasi-likelihood for generalized estimating equations
- Selection criterion of work matrix as a function of limiting estimates of the covariance matrix of correlated data in GEE
- A PRESS statistic for working correlation structure selection in generalized estimating equations
- 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
- Criterion for the simultaneous selection of a working correlation structure and either generalized estimating equations or the quadratic inference function approach
- The perils of quasi-likelihood information criteria
- Marginal quantile regression for longitudinal data analysis in the presence of time-dependent covariates
- Improved methods for the marginal analysis of longitudinal data in the presence of time-dependent covariates
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