This note provides a discussion on the manuscript by Wang et al. (2005) who aim to robustify inference for longitudinal data analysis by replacing the ordinary generalized estimating function with an influence-bounded, possibly biased, version. To adjust for the bias of the ensuing robust estimator, the authors provide its analytic approximation by means of asymptotic expansions, and estimate it by plugging-in a nonrobust estimate of the parameter of interest. In this letter, we argue that the proposed bias-corrected estimator is, in fact, nonrobust.

Lunardon, N., Menardi, G. (2020). Comment on “Wang et al. (2005), Robust estimating functions and bias correction for longitudinal data analysis”. BIOMETRICS, 76(3), 1040-1042 [10.1111/biom.13263].

Comment on “Wang et al. (2005), Robust estimating functions and bias correction for longitudinal data analysis”

Lunardon N.
;
2020

Abstract

This note provides a discussion on the manuscript by Wang et al. (2005) who aim to robustify inference for longitudinal data analysis by replacing the ordinary generalized estimating function with an influence-bounded, possibly biased, version. To adjust for the bias of the ensuing robust estimator, the authors provide its analytic approximation by means of asymptotic expansions, and estimate it by plugging-in a nonrobust estimate of the parameter of interest. In this letter, we argue that the proposed bias-corrected estimator is, in fact, nonrobust.
Lettera in rivista
Robust estimation; Estimation bias; Model misspecification;
English
2020
76
3
1040
1042
none
Lunardon, N., Menardi, G. (2020). Comment on “Wang et al. (2005), Robust estimating functions and bias correction for longitudinal data analysis”. BIOMETRICS, 76(3), 1040-1042 [10.1111/biom.13263].
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/10281/375347
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