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We consider the analysis of longitudinal data when the covariance function is modeled by additional parameters to the mean parameters. In general, inconsistent estimators of the covariance (variance/correlation) parameters will be produced when the \"working\" correlation matrix is misspecified, which may result in great loss of efficiency of the mean parameter estimators (albeit the consistency is preserved). We consider using different \"working\" correlation models for the variance and the mean parameters. In particular, we find that an independence working model should be used for estimating the variance parameters to ensure their consistency in case the correlation structure is misspecified. The designated \"working\" correlation matrices should be used for estimating the mean and the correlation parameters to attain high efficiency for estimating the mean parameters. Simulation studies indicate that the proposed algorithm performs very well. We also applied different estimation procedures to a data set from a clinical trial for illustration. 相似文献
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Robust methods are useful in making reliable statistical inferences when there are small deviations from the model assumptions. The widely used method of the generalized estimating equations can be \"robustified\" by replacing the standardized residuals with the M-residuals. If the Pearson residuals are assumed to be unbiased from zero, parameter estimators from the robust approach are asymptotically biased when error distributions are not symmetric. We propose a distribution-free method for correcting this bias. Our extensive numerical studies show that the proposed method can reduce the bias substantially. Examples are given for illustration. 相似文献
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Summary . We consider ranked-based regression models for clustered data analysis. A weighted Wilcoxon rank method is proposed to take account of within-cluster correlations and varying cluster sizes. The asymptotic normality of the resulting estimators is established. A method to estimate covariance of the estimators is also given, which can bypass estimation of the density function. Simulation studies are carried out to compare different estimators for a number of scenarios on the correlation structure, presence/absence of outliers and different correlation values. The proposed methods appear to perform well, in particular, the one incorporating the correlation in the weighting achieves the highest efficiency and robustness against misspecification of correlation structure and outliers. A real example is provided for illustration. 相似文献
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The performance of a medical diagnostic test is often evaluated by comparing the outcome of the test to the patient's true disease state. Receiver operating characteristic analysis may then be used to summarize test accuracy. However, such analysis may encounter several complications in actual practice. One complication is verification bias, i.e., gold standard assessment of disease status may only be partially available and the probability of ascertainment of disease may depend on both the test result and characteristics of the subject. A second issue is that tests interpreted by the same rater may not be independent. Using estimating equations, we generalize previous methods that address these problems. We contrast the performance of alternative estimators of accuracy using robust sandwich variance estimators to permit valid asymptotic inference. We suggest that in the context of an observational cohort study where rich covariate information is available, a weighted estimating equations approach may be preferable for its robustness against model misspecification. We apply the methodology to mammography as performed by community radiologists. 相似文献
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In this paper, we develop a Gaussian estimation (GE) procedure to estimate the parameters of a regression model for correlated (longitudinal) binary response data using a working correlation matrix. A two‐step iterative procedure is proposed for estimating the regression parameters by the GE method and the correlation parameters by the method of moments. Consistency properties of the estimators are discussed. A simulation study was conducted to compare 11 estimators of the regression parameters, namely, four versions of the GE, five versions of the generalized estimating equations (GEEs), and two versions of the weighted GEE. Simulations show that (i) the Gaussian estimates have the smallest mean square error and best coverage probability if the working correlation structure is correctly specified and (ii) when the working correlation structure is correctly specified, the GE and the GEE with exchangeable correlation structure perform best as opposed to when the correlation structure is misspecified. 相似文献
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R. T. Burnett J. Shedden L. Broekhoven 《Biometrical journal. Biometrische Zeitschrift》1993,35(2):131-141
Regression models for correlated categorical data are presented in which the covariance is a function of measured effects. The regression and covariance parameters are estimated by extended least square methods. A numerical example of a clinical trial comparing two antiemetic treatment regimes for patients receiving chemotherapy is given to illustrate the approach. 相似文献
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Wenguang Sun Justine Shults Mary Leonard 《Biometrical journal. Biometrische Zeitschrift》2009,51(1):5-18
Longitudinal trials can yield outcomes that are continuous, binary (yes/no), or are realizations of counts. In this setting we compare three approaches that have been proposed for estimation of the correlation in the framework of generalized estimating equations (GEE): quasi‐least squares (QLS), pseudo‐likelihood (PL), and an approach we refer to as Wang–Carey (WC). We prove that WC and QLS are identical for the first‐order autoregressive AR(1) correlation structure. Using simulations, we then develop guidelines for selection of an appropriate method for analysis of data from a longitudinal trial. In particular, we argue that no method is uniformly superior for analysis of unbalanced and unequally spaced data with a Markov correlation structure. Choice of the best approach will depend on the degree of imbalance and variability in the temporal spacing of measurements, value of the correlation, and type of outcome, e.g. binary or continuous. Finally, we contrast the methods in analysis of a longitudinal study of obesity following renal transplantation in children (© 2009 WILEY‐VCH Verlag GmbH & Co. KGaA, Weinheim) 相似文献
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Marginal regression analysis of a multivariate binary response 总被引：2，自引：0，他引：2
We propose the use of the mean parameter for regression analysisof a multivariate binary response. We model the associationusing dependence ratios defined in terms of the mean parameter,the components of which are the joint success probabilitiesof all orders. This permits flexible modelling of higher-orderassociations, using maximum likelihood estimation. We reanalysetwo data sets, one with variable cluster size and the othera longitudinal data set with constant cluster size. 相似文献
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The Generalised Estimating Equations (GEE) proposed by Liang and Zeger (1986) and Zeger and Liang (1986) have found considerable attention in the last decade (for an overview see e.g. Ziegler, and Blettner , 1998). Several self-made programs for solving the GEE are available. This paper presents a comparison of three GEE procedures that are already available in SAS PROC GENMOD, STATA procedure XTGEE and SUDAAN PROC MULTILOG. We show that the estimation results may be quite distinct due to different implementations. Summing up, it is pleasant that GEE is becoming established in commercial software packages. However, some aspects of the implementations should be improved. 相似文献
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Rank-based regression for analysis of repeated measures 总被引：1，自引：0，他引：1
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Summary We introduce an approximation to the Gaussian copula likelihood of Song, Li, and Yuan (2009, Biometrics 65, 60–68) used to estimate regression parameters from correlated discrete or mixed bivariate or trivariate outcomes. Our approximation allows estimation of parameters from response vectors of length much larger than three, and is asymptotically equivalent to the Gaussian copula likelihood. We estimate regression parameters from the toenail infection data of De Backer et al. (1996, British Journal of Dermatology 134, 16–17), which consist of binary response vectors of length seven or less from 294 subjects. Although maximizing the Gaussian copula likelihood yields estimators that are asymptotically more efficient than generalized estimating equation (GEE) estimators, our simulation study illustrates that for finite samples, GEE estimators can actually be as much as 20% more efficient. 相似文献
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Summary . We consider semiparametric transition measurement error models for longitudinal data, where one of the covariates is measured with error in transition models, and no distributional assumption is made for the underlying unobserved covariate. An estimating equation approach based on the pseudo conditional score method is proposed. We show the resulting estimators of the regression coefficients are consistent and asymptotically normal. We also discuss the issue of efficiency loss. Simulation studies are conducted to examine the finite-sample performance of our estimators. The longitudinal AIDS Costs and Services Utilization Survey data are analyzed for illustration. 相似文献
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We consider the general problem of smoothing correlated data to estimate the nonparametric mean function when a random, but bounded, number of measurements is available for each independent subject. We propose a simple extension to the local polynomial regression smoother that retains the asymptotic properties of the working independence estimator, while typically reducing both the conditional bias and variance for practical sample sizes, as demonstrated by exact calculations for some particular models. We illustrate our method by smoothing longitudinal functional decline data for 100 patients with Huntington's disease. The class of local polynomial kernel-based estimating equations previously considered in the literature is shown to use the global correlation structure in an apparently detrimental way, which explains why some previous attempts to incorporate correlation were found to be asymptotically inferior to the working independence estimator. 相似文献