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https://scholarbank.nus.edu.sg/handle/10635/27778
DC Field | Value | |
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dc.title | Infeasibility and efficiency of working correlation matrix in generalized estimating equations | |
dc.contributor.author | NG WEE TECK | |
dc.date.accessioned | 2011-10-18T18:00:42Z | |
dc.date.available | 2011-10-18T18:00:42Z | |
dc.date.issued | 2006-02-06 | |
dc.identifier.citation | NG WEE TECK (2006-02-06). Infeasibility and efficiency of working correlation matrix in generalized estimating equations. ScholarBank@NUS Repository. | |
dc.identifier.uri | http://scholarbank.nus.edu.sg/handle/10635/27778 | |
dc.description.abstract | Generalized estimating equations (GEE) have been used extensively in the analysis of clustered and longitudinal data since the seminal paper by Liang & Zeger (1986). A key attraction of using GEE is that regression parameters remain consistent even when the 'working' correlation is misspecified. However, Crowder (1995) pointed out that there are problems with the estimation of the correlation parameters when it is misspecified and this affects the consistency of the regression parameters. This issue has been addressed by Chaganty & Shults (1999), however the estimators are asymptotically biased. The feasibility of the estimators for the correlation parameters under misspecification efficiency of the various methods of estimating the correlation parameters under misspecification are investigated in this thesis. Analytic expressions for the estimating functions using the decoupled Gaussian and Cholesky decomposition proposed by Wang & Carey (2004) are for common correlation structures such as exchangeable, AR(1) and MA(1) are also provided. | |
dc.language.iso | en | |
dc.subject | Efficiency; Estimating function; Longitudinal data; CORRELATION; Repeated measures; Pseudolikelihood | |
dc.type | Thesis | |
dc.contributor.department | STATISTICS & APPLIED PROBABILITY | |
dc.contributor.supervisor | WANG YOUGAN | |
dc.description.degree | Master's | |
dc.description.degreeconferred | MASTER OF SCIENCE | |
dc.identifier.isiut | NOT_IN_WOS | |
Appears in Collections: | Master's Theses (Open) |
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