首页 | 本学科首页   官方微博 | 高级检索  
   检索      


Modified Gaussian estimation for correlated binary data
Authors:Xuemao Zhang  Sudhir Paul
Institution:1. Department of Mathematical Sciences, Worcester Polytechnic Institute, , Worcester, MA 01609 USA;2. Department of Mathematics and Statistics, University of Windsor, , Windsor, Canada
Abstract: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.
Keywords:Gaussian estimation  Generalized estimating equations  Longitudinal binary data  Marginal model
设为首页 | 免责声明 | 关于勤云 | 加入收藏

Copyright©北京勤云科技发展有限公司  京ICP备09084417号