期刊
BIOMETRICS
卷 56, 期 2, 页码 622-625出版社
INTERNATIONAL BIOMETRIC SOC
DOI: 10.1111/j.0006-341X.2000.00622.x
关键词
consistency; efficiency; generalized estimating equations; longitudinal data; within-cluster covariates; working and true correlation structures
Liang and Zeger (1986, Biometrika 73, 13-22) introduced a generalized estimating equation (GEE) approach based on a working correlation matrix to obtain efficient estimators of regression parameters in the class of generalized linear models for repeated measures data. As demonstrated by Crowder (1995, Biometrika 82, 407-410), because of uncertainty of the definition of the working correlation matrix, the Liang-Zeger approach may, in some cases, lead to a complete breakdown of the estimation of the regression parameters. After taking this comment of Crowder into account, recently Sutradhar and Das (1999, Biometrika 86. 459-465) examined the loss of efficiency of the regression estimators due to misspecification of the correlation structures. But their stud,; was confined to the regression estimation with cluster-level covariates, as in the original paper of Liang and Zeger. In this paper, we study this efficiency loss problem for the generalized regression models with within-cluster covariates by utilizing the approach of Sutradhar and Das (1999).
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