4.2 Article

Poisson regression for clustered data

Journal

INTERNATIONAL STATISTICAL REVIEW
Volume 75, Issue 1, Pages 96-113

Publisher

INT STATISTICAL INST
DOI: 10.1111/j.1751-5823.2006.00003.x

Keywords

asymptotic efficiency; GEE; generalized estimating equations; clustered data; count data; maximum likelihood; overdispersion; quasi-likelihood

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We compare five methods for parameter estimation of a Poisson regression model for clustered data: (1) ordinary (naive) Poisson regression (OP), which ignores intracluster correlation, (2) Poisson regression with fixed cluster-specific intercepts (FI), (3) a generalized estimating equations (GEE) approach with an equi-correlation matrix, (4) an exact generalized estimating equations (EGEE) approach with an exact covariance matrix, and (5) maximum likelihood (NIL). Special attention is given to the simplest case of the Poisson regression with a cluster-specific intercept random when the asymptotic covariance matrix is obtained in closed form. We prove that methods 1-5, except GEE, produce the same estimates of slope coefficients for balanced data (an equal number of observations in each cluster and the same vectors of covariates). All five methods lead to consistent estimates of slopes but have different efficiency for unbalanced data design. It is shown that the FI approach can be derived as a limiting case of maximum likelihood when the cluster variance increases to infinity. Exact asymptotic covariance matrices are derived for each method. In terms of asymptotic efficiency, the methods split into two groups: OP & GEE and EGEE & FI & NIL. Thus, contrary to the existing practice, there is no advantage in using GEE because it is substantially outperformed by EGEE and FI. In particular, EGEE does not require integration and is easy to compute with the asymptotic variances of the slope estimates close to those of the ML.

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