Finite sample adjustments in estimating equations and covariance estimators for intracluster correlations.

نویسندگان

  • John S Preisser
  • Bing Lu
  • Bahjat F Qaqish
چکیده

Bias-corrected covariance estimators are introduced in the context of an estimating equations approach for intracluster correlations among binary outcomes. Simulation study results show that the bias-corrected covariance estimators perform better than uncorrected sandwich estimators in terms of bias and coverage probabilities. Additionally, introduction of a matrix-based bias-correction into the estimating equations considerably improves point and interval estimation for the intracluster correlations. The methods are illustrated using data from a nested cross-sectional cluster trial on reducing underage drinking.

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Estimation of multivariate probit models: A mixed generalized estimating/pseudo-score equations approach and some finite sample results

In the present paper a mixed approach is proposed for the simulta neously estimation of regression and correlation structure parameters in multivariate probit models using generalized estimating equations for the former and pseudo score equations for the latter The nite sample proper ties of the corresponding estimators are compared to estimators proposed by Qu Williams Beck and Medendorp and Q...

متن کامل

Incorporating correlation for multivariate failure time data when cluster size is large.

We propose a new estimation method for multivariate failure time data using the quadratic inference function (QIF) approach. The proposed method efficiently incorporates within-cluster correlations. Therefore, it is more efficient than those that ignore within-cluster correlation. Furthermore, the proposed method is easy to implement. Unlike the weighted estimating equations in Cai and Prentice...

متن کامل

Estimation of Multivariate Probit Models: a Mixed Generalized Estimating/pseudo-score Equations Approach and Some Nite Sample Results

In the present paper a mixed approach is proposed for the simultaneously estimation of regression and correlation structure parameters in multivariate probit models using generalized estimating equations for the former and pseudo-score equations for the latter. The nite sample properties of the corresponding estimators are compared to estimators proposed by Qu, Williams, Beck and Medendorp (199...

متن کامل

Empirical Likelihood for Estimating Equations with Nonignorably Missing Data.

We develop an empirical likelihood (EL) inference on parameters in generalized estimating equations with nonignorably missing response data. We consider an exponential tilting model for the nonignorably missing mechanism, and propose modified estimating equations by imputing missing data through a kernel regression method. We establish some asymptotic properties of the EL estimators of the unkn...

متن کامل

Multivariate initial sequence estimators in Markov chain Monte Carlo

Markov chain Monte Carlo (MCMC) is a simulation method commonly used for estimating expectations with respect to a given distribution. We consider estimating the covariance matrix of the asymptotic multivariate normal distribution of a vector of sample means. Geyer [9] developed a Monte Carlo error estimation method for estimating a univariate mean. We propose a novel multivariate version of Ge...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

عنوان ژورنال:
  • Statistics in medicine

دوره 27 27  شماره 

صفحات  -

تاریخ انتشار 2008