In longitudinal studies, the generalized estimating equation (GEE) estimator of the parameters of a marginal model is known to be consistent even if the working intra-subject covariance matrix is incorrectly specified. Recently, a small sample correction for the bias of the GEE estimator has been proposed. We show that this correction formula relies on the correct specification of the working intra-subject covariance matrix. We provide a revised formula that is valid under misspecification and develop the R package ‘BCgee’ to ease the practical use of the formula. Copyright © 2017 John Wiley & Sons, Ltd.
Lunardon, N., & Scharfstein, D. (2017). Comment on ‘Small sample GEE estimation of regression parameters for longitudinal data’. STATISTICS IN MEDICINE, 36(22), 3596-3600.
Citazione: | Lunardon, N., & Scharfstein, D. (2017). Comment on ‘Small sample GEE estimation of regression parameters for longitudinal data’. STATISTICS IN MEDICINE, 36(22), 3596-3600. |
Tipo: | Lettera in rivista |
Carattere della pubblicazione: | Scientifica |
Presenza di un coautore afferente ad Istituzioni straniere: | Si |
Titolo: | Comment on ‘Small sample GEE estimation of regression parameters for longitudinal data’ |
Autori: | Lunardon, N; Scharfstein, D |
Autori: | |
Data di pubblicazione: | 2017 |
Lingua: | English |
Rivista: | STATISTICS IN MEDICINE |
Digital Object Identifier (DOI): | http://dx.doi.org/10.1002/sim.7366 |
Appare nelle tipologie: | 01 - Articolo su rivista |