On the properties of GEE estimators in the presence of invariant covariates
نویسنده
چکیده
In this paper it is shown that the use of non-singular block invariant matrices of covariates leads tògeneralized estimating equations' estimators 13{22) which are identical regardless of thèworking' correlation matrix used. Moreover, they are eecient (McCullagh, P. (1983). The Annals of Statistics, 11(1), 59{67). If on the other hand only time invariant covari-ates are used the eeciency gain in choosing thècorrect' vs. anìncorrect' correlation structure is shown to be negligible. The results of a simple simulation study suggest that although diierent GEE estimators are no more identical and are no more as eecient as an ML estimator, the diierences are still negligible if both time and block invariant covariates are present.
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On the properties of GEE estimators in the presence of invariant covariates
In this paper it is shown that the use of non singular block invariant ma trices of covariates leads to generalized estimating equations estimators GEE estimators Liang K Y Zeger S Biometrika which are identical regardless of the working correlation matrix used Moreover they are e cient McCullagh P The Annals of Statistics If on the other hand only time invariant covari ates are used the e cien...
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