Structural Parameter Estimation Using Generalized Estimating Equations for Regression Credibility Models

Generalized Estimating Equations for Vector Regression

Generalized estimating equations (GEE; Liang & Zeger, 1986) are extended to general vector regression settings. When the response vectors are of mixed type (e.g. continuous–binary response pairs), the proposed method is a semiparametric alternative to full-likelihood copula methods. When the response vectors are of the same type (e.g. physical measurements on left and right eyes), the proposed ...

Identifying influential families using regression diagnostics for generalized estimating equations.

The Generalized Estimating Equations (GEE) is an approach to analyze correlated data. It is applied here to data from an epidemiological study of oesophageal cancer in a high incidence area in China to investigate familial aggregation. Regression diagnostics for mean structures and association structures are used to identify families that influence estimates of these structures. It is shown tha...

Semiparametri Regression For Clustered Data Using Generalized Estimating Equations

Semiparametric Regression for Clustered Data Using Generalized Estimating Equations

We consider estimation in a semiparametric generalized linear model for clustered data using estimating equations. Our results apply to the case where the number of observations per cluster is Ž nite, whereas the number of clusters is large. The mean of the outcome variable Œ is of the form g4Œ5 D X‚C ˆ4T 5, where g4¢5 is a link function, X and T are covariates, ‚ is an unknown parameter vector...

Parameter Estimation in Spatial Generalized Linear Mixed Models with Skew Gaussian Random Effects using Laplace Approximation

 Spatial generalized linear mixed models are used commonly for modelling non-Gaussian discrete spatial responses. We present an algorithm for parameter estimation of the models using Laplace approximation of likelihood function. In these models, the spatial correlation structure of data is carried out by random effects or latent variables. In most spatial analysis, it is assumed that rando...