Skip Navigation

Biometrika 2006 93(4):927-941; doi:10.1093/biomet/93.4.927
This Article
Right arrow Full Text (PDF)
Right arrow Alert me when this article is cited
Right arrow Alert me if a correction is posted
Services
Right arrow Email this article to a friend
Right arrow Similar articles in this journal
Right arrow Alert me to new issues of the journal
Right arrow Add to My Personal Archive
Right arrow Download to citation manager
Right arrowRequest Permissions
Google Scholar
Right arrow Articles by Ye, H.
Right arrow Articles by Pan, J.
Right arrow Search for Related Content
Social Bookmarking
Add to CiteULike   Add to Connotea   Add to Del.icio.us  
What's this?

© 2006 Biometrika Trust

Modelling of covariance structures in generalised estimating equations for longitudinal data

Huajun Ye and Jianxin Pan

School of Mathematics, The University of Manchester, PO Box 88, Manchester, M60 1QD, U.K. yhuajun{at}maths.man.ac.uk, jpan{at}maths.man.ac.uk


  Abstract

When used for modelling longitudinal data generalised estimating equations specify a working structure for the within-subject covariance matrices, aiming to produce efficient parameter estimators. However, misspecification of the working covariance structure may lead to a large loss of efficiency of the estimators of the mean parameters. In this paper we propose an approach for joint modelling of the mean and covariance structures of longitudinal data within the framework of generalised estimating equations. The resulting estimators for the mean and covariance parameters are shown to be consistent and asymptotically Normally distributed. Real data analysis and simulation studies show that the proposed approach yields e?cient estimators for both the mean and covariance parameters.

Key Words: Cholesky decomposition; Efficiency; Generalised estimating equation; Longitudinal data; Misspecification of covariance structure; Modelling of mean and covariance structures.

Received March 2005. Revised February 2006.


Add to CiteULike CiteULike   Add to Connotea Connotea   Add to Del.icio.us Del.icio.us    What's this?


This article has been cited by other articles:


Home page
 BiometrikaHome page
A. Qu, J. J. Lee, and B. G. Lindsay
Model diagnostic tests for selecting informative correlation structure in correlated data
Biometrika, December 1, 2008; 95(4): 891 - 905.
[Abstract] [PDF]


Disclaimer: Please note that abstracts for content published before 1996 were created through digital scanning and may therefore not exactly replicate the text of the original print issues. All efforts have been made to ensure accuracy, but the Publisher will not be held responsible for any remaining inaccuracies. If you require any further clarification, please contact our Customer Services Department.