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Working correlation structure selection in generalized estimating equations

Author

Listed:
  • Liya Fu

    (Xi’an Jiaotong University)

  • Yangyang Hao

    (Shanghai Maritime University)

  • You-Gan Wang

    (Queensland University of Technology)

Abstract

Selecting an appropriate correlation structure in analyzing longitudinal data can greatly improve the efficiency of parameter estimation, which leads to more reliable statistical inference. A number of such criteria have been proposed in the literature from different perspectives. However, little is known about the relative performance of these criteria. We review and evaluate these criteria by carrying out extensive simulation studies. Surprisingly, we find that the AIC and the BIC based on either the Gaussian working likelihood or the empirical likelihood outperform the others.

Suggested Citation

  • Liya Fu & Yangyang Hao & You-Gan Wang, 2018. "Working correlation structure selection in generalized estimating equations," Computational Statistics, Springer, vol. 33(2), pages 983-996, June.
    • Handle: RePEc:spr:compst:v:33:y:2018:i:2:d:10.1007_s00180-018-0800-4
    DOI: 10.1007/s00180-018-0800-4
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    References listed on IDEAS

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    1. Hansen, Lars Peter, 1982. "Large Sample Properties of Generalized Method of Moments Estimators," Econometrica, Econometric Society, vol. 50(4), pages 1029-1054, July.
    2. You-Gan Wang, 2003. "Working correlation structure misspecification, estimation and covariate design: Implications for generalised estimating equations performance," Biometrika, Biometrika Trust, vol. 90(1), pages 29-41, March.
    3. You-Gan Wang & Vincent J. Carey, 2004. "Unbiased Estimating Equations From Working Correlation Models for Irregularly Timed Repeated Measures," Journal of the American Statistical Association, American Statistical Association, vol. 99, pages 845-853, January.
    4. Wei Pan, 2001. "Akaike's Information Criterion in Generalized Estimating Equations," Biometrics, The International Biometric Society, vol. 57(1), pages 120-125, March.
    5. Wang, You-Gan & Hin, Lin-Yee, 2010. "Modeling strategies in longitudinal data analysis: Covariate, variance function and correlation structure selection," Computational Statistics & Data Analysis, Elsevier, vol. 54(12), pages 3359-3370, December.
    6. You-Gan Wang & Yuning Zhao, 2007. "A Modified Pseudolikelihood Approach for Analysis of Longitudinal Data," Biometrics, The International Biometric Society, vol. 63(3), pages 681-689, September.
    7. Hin, Lin-Yee & Carey, Vincent J. & Wang, You-Gan, 2007. "Criteria for WorkingCorrelationStructure Selection in GEE: Assessment via Simulation," The American Statistician, American Statistical Association, vol. 61, pages 360-364, November.
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    Cited by:

    1. Merlo, Luca & Petrella, Lea & Salvati, Nicola & Tzavidis, Nikos, 2022. "Marginal M-quantile regression for multivariate dependent data," Computational Statistics & Data Analysis, Elsevier, vol. 173(C).

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