朱晓露, 朱仲义. 广义估计方程中工作相关阵选择准则的比较[J]. 应用概率统计, 2013, 29(5): 515-530.
引用本文: 朱晓露, 朱仲义. 广义估计方程中工作相关阵选择准则的比较[J]. 应用概率统计, 2013, 29(5): 515-530.
Zhu Xiaolu, Zhu Zhongyi. Comparison of Criteria to Select Working Correlation Matrix in Generalized Estimating Equations[J]. Chinese Journal of Applied Probability and Statistics, 2013, 29(5): 515-530.
Citation: Zhu Xiaolu, Zhu Zhongyi. Comparison of Criteria to Select Working Correlation Matrix in Generalized Estimating Equations[J]. Chinese Journal of Applied Probability and Statistics, 2013, 29(5): 515-530.

广义估计方程中工作相关阵选择准则的比较

Comparison of Criteria to Select Working Correlation Matrix in Generalized Estimating Equations

  • 摘要: 在本文中, 我们比较了广义估计方程中相关阵基于高斯伪似然、修正的高斯伪似然和经验似然的选择方法. 通过大量的模拟研究, 我们发现修正的高斯伪似然方法优于其他两种方法. 对二项离散模型, 经验似然方法在选择可交换相关结构时有更好的表现. 最后, 通过两个实例分析, 进一步分析了各个选择方法之间的优劣性.

     

    Abstract: In this paper, we compare two modified Gaussian pseudolikelihood criteria (GPCs) with existing Gaussian pseudolikelihood criterion and empirical likelihood based criteria to choose the working correlation matrix in generalized estimating equations approach. Rich simulation studies are conducted to investigate the performance of these criteria under a range of model settings. The results show that the modified criteria outperform the original GPC and empirical likelihood based criteria in most cases in terms of selection accuracy. Empirical likelihood based criteria perform better to identify exchangeable structure in data with binary response. In the end, these criteria are applied to epilepsy seizure and Madras longitudinal schizophrenia study clinical data sets analysis.

     

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