Working correlation structure misspecification, estimation and covariate design: Implications for generalised estimating equations performance
工作相关结构误设、参数估计与协变量设计对广义估计方程性能的影响
The method of generalised estimating equations for regression modelling of clustered outcomes allows for specification of a working matrix that is intended to approximate the true correlation matrix of the observations. We investigate the asymptotic relative efficiency of the generalised estimating equation for the mean parameters when the correlation parameters are estimated by various methods. The asymptotic relative efficiency depends on three features of the analysis,…