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March 2015 Consistent selection of working correlation structure in GEE analysis based on Stein’s loss function
Shinpei Imori
Hiroshima Math. J. 45(1): 91-107 (March 2015). DOI: 10.32917/hmj/1428365054

Abstract

In this paper, we attempt to select a working correlation structure for generalized estimating equations. We propose a selection criterion based on the Stein’s loss function. Our criterion consistently selects the true correlation structure when the unknown parameters are $sqrt(n)$-consistent, where $n$ is the sample size. We demonstrate the performance of the proposed methodology by a numerical study.

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Shinpei Imori. "Consistent selection of working correlation structure in GEE analysis based on Stein’s loss function." Hiroshima Math. J. 45 (1) 91 - 107, March 2015. https://doi.org/10.32917/hmj/1428365054

Information

Published: March 2015
First available in Project Euclid: 7 April 2015

zbMATH: 1312.62031
MathSciNet: MR3332899
Digital Object Identifier: 10.32917/hmj/1428365054

Subjects:
Primary: 62F07
Secondary: 62J12

Rights: Copyright © 2015 Hiroshima University, Mathematics Program

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Vol.45 • No. 1 • March 2015
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