Robust Covariance Estimator for Small-Sample Adjustment in the Generalized Estimating Equations: A Simulation Study
نویسندگان
چکیده
منابع مشابه
Robust covariance estimator for small-sample adjustment in the generalized estimating equations: A simulation study
The robust or sandwich estimator is common to estimate the covariance matrix of the estimated regression parameter for generalized estimating equation (GEE) method to analyze longitudinal data. However, the robust estimator would underestimate the variance under a small sample size. We propose an alternative covariance estimator to the robust estimator to improve the small-sample bias in the GE...
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The generalized estimating equation (GEE) approach is widely used in regression analyses with correlated response data. Under mild conditions, the resulting regression coefficient estimator is consistent and asymptotically normal with its variance being consistently estimated by the so-called sandwich estimator. Statistical inference is thus accomplished by using the asymptotic Wald chi-squared...
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ژورنال
عنوان ژورنال: Science Journal of Applied Mathematics and Statistics
سال: 2014
ISSN: 2376-9491
DOI: 10.11648/j.sjams.20140201.13