We investigate methods for data-based selection of working covariance models in the analysis of correlated data with generalized estimating equations. We study two selection criteria: Gaussian pseudolikelihood and a geodesic distance based on discrepancy between model-sensitive and model-robust regression parameter covariance estimators. The Gaussian pseudolikelihood is found in simulation to be reasonably sensitive for several response distributions and noncanonical mean-variance relations for longitudinal data. Application is also made to a clinical dataset. Assessment of adequacy of both correlation and variance models for longitudinal data should be routine in applications, and we describe open-source software supporting this practice.
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%0 Journal Article
%1 Carey2011
%A Carey, Vincent J
%A Wang, You-Gan
%D 2011
%J Statistics in medicine
%K Anticonvulsants Anticonvulsants:therapeuticuse ComputerSimulation DataInterpretation Epilepsy Epilepsy:epidemiology Humans LongitudinalStudies LongitudinalStudies:statistics&numericaldata Models NormalDistribution RandomizedControlledTrialsasTopic:statistics Software Software:statistics&numericaldata Statistical gamma-AminobutyricAcid gamma-AminobutyricAcid:analogs&derivatives gamma-AminobutyricAcid:therapeuticuse RCT
%N 26
%P 3117-24
%R 10.1002/sim.4300
%T Working covariance model selection for generalized estimating equations.
%U http://dx.doi.org/10.1002/sim.4300 http://www.ncbi.nlm.nih.gov/pubmed/21748775
%V 30
%X We investigate methods for data-based selection of working covariance models in the analysis of correlated data with generalized estimating equations. We study two selection criteria: Gaussian pseudolikelihood and a geodesic distance based on discrepancy between model-sensitive and model-robust regression parameter covariance estimators. The Gaussian pseudolikelihood is found in simulation to be reasonably sensitive for several response distributions and noncanonical mean-variance relations for longitudinal data. Application is also made to a clinical dataset. Assessment of adequacy of both correlation and variance models for longitudinal data should be routine in applications, and we describe open-source software supporting this practice.
%@ 1097-0258
@article{Carey2011,
abstract = {We investigate methods for data-based selection of working covariance models in the analysis of correlated data with generalized estimating equations. We study two selection criteria: Gaussian pseudolikelihood and a geodesic distance based on discrepancy between model-sensitive and model-robust regression parameter covariance estimators. The Gaussian pseudolikelihood is found in simulation to be reasonably sensitive for several response distributions and noncanonical mean-variance relations for longitudinal data. Application is also made to a clinical dataset. Assessment of adequacy of both correlation and variance models for longitudinal data should be routine in applications, and we describe open-source software supporting this practice.},
added-at = {2023-02-03T11:44:35.000+0100},
author = {Carey, Vincent J and Wang, You-Gan},
biburl = {https://www.bibsonomy.org/bibtex/21794c246d23c9a8bcbb005a76f51988c/jepcastel},
doi = {10.1002/sim.4300},
interhash = {5876ad82c01c98544d827eb9658cfc44},
intrahash = {1794c246d23c9a8bcbb005a76f51988c},
isbn = {1097-0258},
issn = {1097-0258},
journal = {Statistics in medicine},
keywords = {Anticonvulsants Anticonvulsants:therapeuticuse ComputerSimulation DataInterpretation Epilepsy Epilepsy:epidemiology Humans LongitudinalStudies LongitudinalStudies:statistics&numericaldata Models NormalDistribution RandomizedControlledTrialsasTopic:statistics Software Software:statistics&numericaldata Statistical gamma-AminobutyricAcid gamma-AminobutyricAcid:analogs&derivatives gamma-AminobutyricAcid:therapeuticuse RCT},
month = {11},
note = 6264,
number = 26,
pages = {3117-24},
pmid = {21748775},
timestamp = {2023-05-04T08:59:38.000+0200},
title = {Working covariance model selection for generalized estimating equations.},
url = {http://dx.doi.org/10.1002/sim.4300 http://www.ncbi.nlm.nih.gov/pubmed/21748775},
volume = 30,
year = 2011
}