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 [10.1002/sim.7366].

Comment on ‘Small sample GEE estimation of regression parameters for longitudinal data’

Lunardon, N
;
2017

Abstract

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.
Lettera in rivista
GEE estimation, regression parameters
English
3596
3600
5
Lunardon, N., Scharfstein, D. (2017). Comment on ‘Small sample GEE estimation of regression parameters for longitudinal data’. STATISTICS IN MEDICINE, 36(22), 3596-3600 [10.1002/sim.7366].
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/10281/157897
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