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On the efficiency of extended generalized estimating equation approaches

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  • Sutradhar, Brajendra C.
  • Kumar, Pranesh

Abstract

On top of the generalized estimating equation (GEE) approach, there exist two extended generalized estimating equation (EGEE) approaches where two sets of estimating equations are simultaneously solved for the estimation of the regression and the so-called 'working' correlation parameters. The loss of efficiency of the GEE approach based regression estimators was recently studied by Sutradhar and Das (Biometrika 86 (1999) 459). In this paper, we study the efficiency loss problem for the two EGEE approaches by utilizing the approach of Sutradhar and Das.

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  • Sutradhar, Brajendra C. & Kumar, Pranesh, 2001. "On the efficiency of extended generalized estimating equation approaches," Statistics & Probability Letters, Elsevier, vol. 55(1), pages 53-61, November.
    • Handle: RePEc:eee:stapro:v:55:y:2001:i:1:p:53-61
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    References listed on IDEAS

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    1. Tanaka, Katsuto & Satchell, S.E., 1989. "Asymptotic Properties of the Maximum-Likelihood and Nonlinear Least-Squares Estimators for Noninvertible Moving Average Models," Econometric Theory, Cambridge University Press, vol. 5(3), pages 333-353, December.
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    Cited by:

    1. Zhang, Qiang & Ip, Edward H. & Pan, Junhao & Plemmons, Robert, 2017. "Individual-specific, sparse inverse covariance estimation in generalized estimating equations," Statistics & Probability Letters, Elsevier, vol. 122(C), pages 96-103.

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