Practical Review and Comparison of Modified Covariance Estimators for Linear Mixed Models in Small‐sample Longitudinal Studies with Missing Data

DOI10.1111/INSR.12447MaRDI QIDQ6067147zbMATH OpenOpenAlexFDO

Authors Masahiko Gosho, Hisashi Noma, Kazushi Maruo

Publication date 14 December 2023

Published in International Statistical Review (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1111/insr.12447

zbMATH Keywords

bias-corrected estimatorscovariance matrixmissing at randommixed-effects models for repeated measuressmall clinical trials

Mathematics Subject Classification ID

Multivariate analysis (62Hxx) Linear inference, regression (62Jxx) Applications of statistics (62Pxx)

Cites work

• A Comparison of Two Bias‐Corrected Covariance Estimators for Generalized Estimating Equations
• A Covariance Estimator for GEE with Improved Small‐Sample Properties
• A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity
• A Note on the Efficiency of Sandwich Covariance Matrix Estimation
• Analyzing longitudinal clinical trial data. A practical guide
• Applied longitudinal analysis.
• Clinical trials with missing data. A guide for practitioners
• Inference and missing data
• Jackknife, bootstrap and other resampling methods in regression analysis
• Linear mixed models for longitudinal data
• Longitudinal data analysis using generalized linear models
• On the robust variance estimator in generalised estimating equations
• Small sample correction for the variance of GEE estimators
• Small Sample Inference for Fixed Effects from Restricted Maximum Likelihood
• Small-sample adjustments for Wald-type tests using sandwich estimators
• Small-sample adjustments to tests with unbalanced repeated measures assuming several covariance structures

Cited in

(4)

• A Comparison of Two General Approaches to Mixed Model Longitudinal Analyses Under Small Sample Size Conditions
• A comparison of bias-adjusted generalized estimating equations for sparse binary data in small-sample longitudinal studies
• Quasi-likelihood ratio tests and the Bartlett-type correction for improved inferences of the modified Poisson and least-squares regressions for binary outcomes
• Finite-sample performance of the robust variance estimator in the presence of missing data

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