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Two-step Estimation for Longitudinal Data When the Working Correlation Matrix is a Linear Combination of Some Known Matrices

Two-step Estimation for Longitudinal Data When the Working Correlation Matrix is a Linear... The generalized estimating equations(GEE) approach is perhaps one of the most widely used methods for longitudinal data analysis. While the GEE method guarantees the consistency of its estimators under working correlation structure misspecification, the corresponding efficiency can be severely affected. In this paper, we propose a new two-step estimation method in which the correlation matrix is assumed to be a linear combination of some known working matrices. Asymptotic properties of the new estimators are developed. Simulation studies are conducted to examine the performance of the proposed estimators. We illustrate the methodology with an epileptic data set. http://www.deepdyve.com/assets/images/DeepDyve-Logo-lg.png Acta Mathematicae Applicatae Sinica Springer Journals

Two-step Estimation for Longitudinal Data When the Working Correlation Matrix is a Linear Combination of Some Known Matrices

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References (18)

Publisher
Springer Journals
Copyright
Copyright © 2019 by The Editorial Office of AMAS & Springer-Verlag GmbH Germany
Subject
Mathematics; Applications of Mathematics; Math Applications in Computer Science; Theoretical, Mathematical and Computational Physics
ISSN
0168-9673
eISSN
1618-3932
DOI
10.1007/s10255-019-0809-7
Publisher site
See Article on Publisher Site

Abstract

The generalized estimating equations(GEE) approach is perhaps one of the most widely used methods for longitudinal data analysis. While the GEE method guarantees the consistency of its estimators under working correlation structure misspecification, the corresponding efficiency can be severely affected. In this paper, we propose a new two-step estimation method in which the correlation matrix is assumed to be a linear combination of some known working matrices. Asymptotic properties of the new estimators are developed. Simulation studies are conducted to examine the performance of the proposed estimators. We illustrate the methodology with an epileptic data set.

Journal

Acta Mathematicae Applicatae SinicaSpringer Journals

Published: May 15, 2019

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