Individual-specific, sparse inverse covariance estimation in generalized estimating equations
نویسندگان
چکیده
منابع مشابه
Individual-specific, sparse inverse covariance estimation in generalized estimating equations
This paper proposes a data-driven approach that derives individual-specific sparse working correlation matrices for generalized estimating equations (GEEs). The approach is motivated by the observation that, in some applications of the GEE, the covariance structure across individuals is heterogeneous and cannot be appropriately captured by a single correlationmatrix. The proposed approach enjoy...
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ژورنال
عنوان ژورنال: Statistics & Probability Letters
سال: 2017
ISSN: 0167-7152
DOI: 10.1016/j.spl.2016.10.023