Efficient parameter estimation in longitudinal data analysis using a hybrid GEE method
The method of generalized estimating equations (GEEs) provides consistent estimates of the regression parameters in a marginal regression model for longitudinal data, even when the working correlation model is misspecified (Liang and Zeger, 1986). However, the efficiency of a GEE estimate can be ser...
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sg-smu-ink.soe_research-15132018-06-04T08:14:53Z Efficient parameter estimation in longitudinal data analysis using a hybrid GEE method LEUNG, Denis H. Y. WANG, You Gan ZHU, Min The method of generalized estimating equations (GEEs) provides consistent estimates of the regression parameters in a marginal regression model for longitudinal data, even when the working correlation model is misspecified (Liang and Zeger, 1986). However, the efficiency of a GEE estimate can be seriously affected by the choice of the working correlation model. This study addresses this problem by proposing a hybrid method that combines multiple GEEs based on different working correlation models, using the empirical likelihood method (Qin and Lawless, 1994). Analyses show that this hybrid method is more efficient than a GEE using a misspecified working correlation model. Furthermore, if one of the working correlation structures correctly models the within-subject correlations, then this hybrid method provides the most efficient parameter estimates. In simulations, the hybrid method’s finite-sample performance is superior to a GEE under any of the commonly used working correlation models and is almost fully efficient in all scenarios studied. The hybrid method is illustrated using data from a longitudinal study of the respiratory infection rates in 275 Indonesian children. 2009-07-01T07:00:00Z text application/pdf https://ink.library.smu.edu.sg/soe_research/514 info:doi/10.1093/biostatistics/kxp002 https://ink.library.smu.edu.sg/context/soe_research/article/1513/viewcontent/e6bb35a14bbeddb09b0f8d74f121b09a860b.pdf http://creativecommons.org/licenses/by-nc-nd/4.0/ Research Collection School Of Economics eng Institutional Knowledge at Singapore Management University Empirical likelihood Generalized estimating equations Longitudinal data Econometrics Medicine and Health Sciences |
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Empirical likelihood Generalized estimating equations Longitudinal data Econometrics Medicine and Health Sciences LEUNG, Denis H. Y. WANG, You Gan ZHU, Min Efficient parameter estimation in longitudinal data analysis using a hybrid GEE method |
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The method of generalized estimating equations (GEEs) provides consistent estimates of the regression parameters in a marginal regression model for longitudinal data, even when the working correlation model is misspecified (Liang and Zeger, 1986). However, the efficiency of a GEE estimate can be seriously affected by the choice of the working correlation model. This study addresses this problem by proposing a hybrid method that combines multiple GEEs based on different working correlation models, using the empirical likelihood method (Qin and Lawless, 1994). Analyses show that this hybrid method is more efficient than a GEE using a misspecified working correlation model. Furthermore, if one of the working correlation structures correctly models the within-subject correlations, then this hybrid method provides the most efficient parameter estimates. In simulations, the hybrid method’s finite-sample performance is superior to a GEE under any of the commonly used working correlation models and is almost fully efficient in all scenarios studied. The hybrid method is illustrated using data from a longitudinal study of the respiratory infection rates in 275 Indonesian children. |
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LEUNG, Denis H. Y. WANG, You Gan ZHU, Min |
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LEUNG, Denis H. Y. WANG, You Gan ZHU, Min |
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LEUNG, Denis H. Y. |
title |
Efficient parameter estimation in longitudinal data analysis using a hybrid GEE method |
title_short |
Efficient parameter estimation in longitudinal data analysis using a hybrid GEE method |
title_full |
Efficient parameter estimation in longitudinal data analysis using a hybrid GEE method |
title_fullStr |
Efficient parameter estimation in longitudinal data analysis using a hybrid GEE method |
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Efficient parameter estimation in longitudinal data analysis using a hybrid GEE method |
title_sort |
efficient parameter estimation in longitudinal data analysis using a hybrid gee method |
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Institutional Knowledge at Singapore Management University |
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2009 |
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https://ink.library.smu.edu.sg/soe_research/514 https://ink.library.smu.edu.sg/context/soe_research/article/1513/viewcontent/e6bb35a14bbeddb09b0f8d74f121b09a860b.pdf |
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