Working correlation structure selection in generalized estimating equations

被引：0
作者：
Liya Fu
Yangyang Hao
You-Gan Wang
机构：
[1] Xi’an Jiaotong University,School of Mathematics and Statistics
[2] Shanghai Maritime University,Logistics Research Center
[3] Queensland University of Technology,School of Mathematical Sciences
来源：
Computational Statistics | 2018年 / 33卷
关键词：
Correlation information criterion; Empirical likelihood; Longitudinal data; Model selection;
D O I：
暂无
中图分类号：
学科分类号：
摘要：
Selecting an appropriate correlation structure in analyzing longitudinal data can greatly improve the efficiency of parameter estimation, which leads to more reliable statistical inference. A number of such criteria have been proposed in the literature from different perspectives. However, little is known about the relative performance of these criteria. We review and evaluate these criteria by carrying out extensive simulation studies. Surprisingly, we find that the AIC and the BIC based on either the Gaussian working likelihood or the empirical likelihood outperform the others.
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页码：983 / 996
页数：13
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