IDEAS home Printed from
   My bibliography  Save this article

On the efficiency of extended generalized estimating equation approaches


  • Sutradhar, Brajendra C.
  • Kumar, Pranesh


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.

Suggested Citation

  • 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

    Download full text from publisher

    File URL:
    Download Restriction: Full text for ScienceDirect subscribers only

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    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(03), pages 333-353, December.
    Full references (including those not matched with items on IDEAS)


    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.

    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.


    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:stapro:v:55:y:2001:i:1:p:53-61. See general information about how to correct material in RePEc.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Dana Niculescu). General contact details of provider: .

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service hosted by the Research Division of the Federal Reserve Bank of St. Louis . RePEc uses bibliographic data supplied by the respective publishers.