Work

On generalised estimating equations for vector regression

Year: 2017
Type: article
Abstract: Generalised estimating equations (GEE) for regression problems with vector-valued responses are examined. When the response vectors are of mixed type (e.g. continuous–binary response pairs), the GEE approach is a semiparametric alternative to full-likelihood copula methods, and is closely related to Prentice & Zhao's mean-covariance estimation equations approach. When the response vectors are of the same type (e.g. measurements on left and right eyes), the GEE approach can be viewed as a ‘plug-in’ to existing methods, such as the vglm function from the state-of-the-art VGAM package in R. In either scenario, the GEE approach offers asymptotically correct inferences on model parameters regardless of whether the working variance–covariance model is correctly or incorrectly specified. The finite-sample performance of the method is assessed using simulation studies based on a burn injury dataset and a sorbinil eye trial dataset. The method is applied to data analysis examples using the same two datasets, as well as to a trivariate binary dataset on three plant species in the Hunua ranges of Auckland.
Author: A. Huang
Language: English
Open Access status: green
OpenAlex ID: W2291298714
FWCI: 0.373
Cites: 19
Cited by: 3
Related to: