Weighted Empirical Adaptive Variance Estimators for Correlated Data Regression
相关数据回归的加权经验自适应方差估计
Summary Estimating equations based on marginal generalized linear models are useful for regression modelling of correlated data, but inference and testing require reliable estimates of standard errors. We introduce a class of variance estimators based on the weighted empirical variance of the estimating functions and show that an adaptive choice of weights allows reliable estimation both asymptotically and by simulation in finite samples. Connections with previous bootstrap…