Effects of variance-function misspecification in analysis of longitudinal data
Wang, Y-G. & Lin, X. (2005) Effects of variance-function misspecification in analysis of longitudinal data. Biometrics, 61(2), pp. 413-421.
The approach of generalized estimating equations (GEE) is based on the framework of generalized linear models but allows for specification of a working matrix for modeling within-subject correlations. The variance is often assumed to be a known function of the mean. This article investigates the impacts of misspecifying the variance function on estimators of the mean parameters for quantitative responses. Our numerical studies indicate that (1) correct specification of the variance function can improve the estimation efficiency even if the correlation structure is misspecified; (2) misspecification of the variance function impacts much more on estimators for within-cluster covariates than for cluster-level covariates; and (3) if the variance function is misspecified, correct choice of the correlation structure may not necessarily improve estimation efficiency. We illustrate impacts of different variance functions using a real data set from cow growth.
Impact and interest:
Citation counts are sourced monthly from and citation databases.
These databases contain citations from different subsets of available publications and different time periods and thus the citation count from each is usually different. Some works are not in either database and no count is displayed. Scopus includes citations from articles published in 1996 onwards, and Web of Science® generally from 1980 onwards.
Citations counts from theindexing service can be viewed at the linked Google Scholar™ search.
|Item Type:||Journal Article|
|Additional Information:||ISI Document Delivery No.: 936ZI Times Cited: 14 Cited Reference Count: 23 Wang, YG Lin, X Blackwell publishing Oxford|
|Keywords:||asymptotic efficiency, correlated data, estimating functions, Gaussian, estimation, longitudinal data, misspecification, pseudolikelihood, generalized estimating equations, clustered data, linear-models, quasi-likelihood, efficiency|
|Divisions:||Current > QUT Faculties and Divisions > Science & Engineering Faculty|
|Copyright Owner:||Copyright © 2005 John Wiley & Sons, Inc|
|Deposited On:||18 Nov 2015 03:03|
|Last Modified:||18 Nov 2015 03:03|
Repository Staff Only: item control page