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Diagnostic methods in generalized estimating equations. An empirical study on Italian football financial performance

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  • Anna Crisci

    (University of Naples Federico II)

Abstract

In this study we describe several diagnostic methods for Generalized Estimating Equations approach. The principal idea behind generalized estimating equations is to generalize and extend the usual likelihood score equation for a generalized linear model by including the covariance matrix of the clustered responses. The advantage of generalized estimating equations is that we do not need to specify the whole response distribution, only the mean structure and, with the aim to increase efficiency, the covariance structure consisting of a working correlation matrix along with the variance function defining the mean–variance relationship. The paper investigates, from a methodological point, to the identification of the best subset of variables, considering the link between the coefficient of determination and Wald Statistics. Some diagnostic measures and a simulated envelope for checking the adequacy of GEE method will be presented. In particular, diagnostic measures are considered and applied to a dataset to assess the impact that some economic-financial variables have on the points made by football teams participating in the Series A League.

Suggested Citation

  • Anna Crisci, 2025. "Diagnostic methods in generalized estimating equations. An empirical study on Italian football financial performance," Quality & Quantity: International Journal of Methodology, Springer, vol. 59(4), pages 3429-3440, August.
    • Handle: RePEc:spr:qualqt:v:59:y:2025:i:4:d:10.1007_s11135-025-02117-7
    DOI: 10.1007/s11135-025-02117-7
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    References listed on IDEAS

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    1. Eva Cantoni & Joanna Mills Flemming & Elvezio Ronchetti, 2005. "Variable Selection for Marginal Longitudinal Generalized Linear Models," Biometrics, The International Biometric Society, vol. 61(2), pages 507-514, June.
    2. Anna Crisci & Luigi D’Ambra & Vincenzo Esposito, 2019. "A Generalized Estimating Equation in Longitudinal Data to Determine an Efficiency Indicator for Football Teams," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, vol. 146(1), pages 249-261, November.
    3. Wei Pan, 2001. "Akaike's Information Criterion in Generalized Estimating Equations," Biometrics, The International Biometric Society, vol. 57(1), pages 120-125, March.
    4. Anna Crisci, 2023. "A note on regression diagnostics for generalized estimating equations: Empirical study on environmental disclosure determinants," Journal of the Operational Research Society, Taylor & Francis Journals, vol. 74(4), pages 1042-1048, April.
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