Criteria for working-correlation-structure selection in GEE: Assessment via simulation
Hin, Lin-Yee, Carey, Vincent J., & Wang, You-Gan (2007) Criteria for working-correlation-structure selection in GEE: Assessment via simulation. American Statistician, 61(4), pp. 360-364.
Efficiency of analysis using generalized estimation equations is enhanced when intracluster correlation structure is accurately modeled. We compare two existing criteria (a quasi-likelihood information criterion, and the Rotnitzky-Jewell criterion) to identify the true correlation structure via simulations with Gaussian or binomial response, covariates varying at cluster or observation level, and exchangeable or AR(l) intracluster correlation structure. Rotnitzky and Jewell's approach performs better when the true intracluster correlation structure is exchangeable, while the quasi-likelihood criteria performs better for an AR(l) structure.
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|Item Type:||Journal Article|
|Keywords:||clustered data, correlation structure, generalized estimating equation, generalized estimating equations, linear-models|
|Divisions:||Current > QUT Faculties and Divisions > Science & Engineering Faculty|
|Deposited On:||18 Nov 2015 01:59|
|Last Modified:||18 Nov 2015 01:59|
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