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Resistant fits for regression with correlated outcomes an estimating equations approach. (English) Zbl 0943.62071

Summary: The generalized estimating equations procedure of K.-Y. Liang and S.L. Zeger [Biometrika 73, 13-22 (1986; Zbl 0595.62110)] can be highly influenced by the presence of unusual data points. A generalization is introduced which yields parameter estimates and fitted values resistant to influential data. A diagonal weight matrix for each cluster is incorporated into the estimating equations which downweights the multivariate response vector element-wise. Efficiency of the procedure is investigated, including the case of correlated binary outcomes.

MSC:

62J20 Diagnostics, and linear inference and regression
62J12 Generalized linear models (logistic models)
62F35 Robustness and adaptive procedures (parametric inference)

Citations:

Zbl 0595.62110
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References:

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