×

On the accuracy of efficiency of estimating equation approach. (English) Zbl 1060.62539

Summary: K.-Y. Liang and S. L. Zeger [Biometrika 73, 13–22 (1986; Zbl 0595.62110)] introduced a generalized estimating equation (GEE) approach based on a working correlation matrix to obtain efficient estimators of regression parameters in the class of generalized linear models for repeated measures data. As demonstrated by M. Crowder [Biometrika 82, 407–410 (1995; Zbl 0823.62060)], because of uncertainty of the definition of the working correlation matrix, the Liang-Zeger approach may, in some cases, lead to a complete breakdown of the estimation of the regression parameters. After taking this comment of Crowder into account, recently B. C. Sutradhar and K. Das [Biometrika 86, 459–465 (1999; Zbl 0956.62053)] examined the loss of efficiency of the regression estimators due to misspecification of the correlation structures. But their study was confined to the regression estimation with cluster-level covariates, as in the original paper of Liang and Zeger. In this paper, we study this efficiency loss problem for the generalized regression models with within-cluster covariates by utilizing the approach of Sutradhar and Das (loc. cit.).

MSC:

62J12 Generalized linear models (logistic models)
62N02 Estimation in survival analysis and censored data
PDFBibTeX XMLCite
Full Text: DOI

References:

[1] Crowder, On the use of a working correlation matrix in using generalized linear models for repeated measures, Biometrika 82 pp 407– (1995) · Zbl 0823.62060
[2] Fitzmaurice, A caveat concerning independence estimating equations with multivariate binary data, Biometrics 51 pp 309– (1995) · Zbl 0825.62479
[3] Liang, Longitudinal data analysis using generalized linear models, Biometrika 73 pp 13– (1986) · Zbl 0595.62110
[4] McDonald, Estimating logistic regression parameters for bivariate binary data, Journal of the Royal Statistical Society, Series B 55 pp 391– (1993) · Zbl 0800.62452
[5] Sutradhar, On the efficiency of regression estimators in generalized linear models for longitudinal data, Biometrika 86 pp 459– (1999) · Zbl 0956.62053
[6] Zhao, Multivariate mean parameter estimation by using a partly exponential model, Journal of the Royal Statistical Society, Series B 54 pp 805– (1992)
This reference list is based on information provided by the publisher or from digital mathematics libraries. Its items are heuristically matched to zbMATH identifiers and may contain data conversion errors. In some cases that data have been complemented/enhanced by data from zbMATH Open. This attempts to reflect the references listed in the original paper as accurately as possible without claiming completeness or a perfect matching.