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July 2020 Asymptotic bias of $C_p$ type criterion for model selection in the GEE when the sample size and the cluster sizes are large
Tomoharu Sato
Hiroshima Math. J. 50(2): 223-251 (July 2020). DOI: 10.32917/hmj/1595901629

Abstract

In this paper, we evaluate the asymptotic bias of $C_p$ type criterion for model selection in the GEE (generalized estimating equation) method when the sample and cluster sizes are large. We present the asymptotic properties of GEE estimator and the model selection criterion. Then, we present the order of the asymptotic bias of PMSEG (the prediction mean squared error in the GEE).

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Tomoharu Sato. "Asymptotic bias of $C_p$ type criterion for model selection in the GEE when the sample size and the cluster sizes are large." Hiroshima Math. J. 50 (2) 223 - 251, July 2020. https://doi.org/10.32917/hmj/1595901629

Information

Received: 22 March 2019; Revised: 23 December 2019; Published: July 2020
First available in Project Euclid: 28 July 2020

zbMATH: 07256506
MathSciNet: MR4132590
Digital Object Identifier: 10.32917/hmj/1595901629

Subjects:
Primary: 62H12
Secondary: 62F07

Rights: Copyright © 2020 Hiroshima University, Mathematics Program

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Vol.50 • No. 2 • July 2020
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