Comment on ‘Small sample GEE estimation of regression parameters for longitudinal data’

In longitudinal studies, the generalized estimating equation (GEE) estimator of the parameters of a marginal model is known to be consistent even if the working intra‐subject covariance matrix is incorrectly specified. Recently, a small sample correction for the bias of the GEE estimator has been pr...

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Bibliographic Details
Published inStatistics in medicine Vol. 36; no. 22; pp. 3596 - 3600
Main Authors Lunardon, N., Scharfstein, D.
Format Journal Article
LanguageEnglish
Published England Wiley Subscription Services, Inc 30.09.2017
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Summary:In longitudinal studies, the generalized estimating equation (GEE) estimator of the parameters of a marginal model is known to be consistent even if the working intra‐subject covariance matrix is incorrectly specified. Recently, a small sample correction for the bias of the GEE estimator has been proposed. We show that this correction formula relies on the correct specification of the working intra‐subject covariance matrix. We provide a revised formula that is valid under misspecification and develop the R package ‘BCgee’ to ease the practical use of the formula. Copyright © 2017 John Wiley & Sons, Ltd.
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ISSN:0277-6715
1097-0258
1097-0258
DOI:10.1002/sim.7366