Skip Navigation



Biometrika Advance Access published online on February 28, 2007
Biometrika, doi:10.1093/biomet/asm015
This Article
Right arrow Full Text
Right arrow Full Text (PDF)
Right arrow All Versions of this Article:
94/1/167    most recent
asm015v1
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 Chandler, R. E.
Right arrow Articles by Bate, S.
Right arrow Search for Related Content
Social Bookmarking
Add to CiteULike   Add to Connotea   Add to Del.icio.us  
What's this?

Copyright © Biometrika Trust

Inference for clustered data using the independence loglikelihood

Richard E. Chandler and Steven Bate

Department of Statistical Science, University College London, Gower Street, London WC1E 6BT, U.K.

richard{at}stats.ucl.ac.uk

steven.bate{at}uk.zurich.com

Received for publication 1 August 2005. Revision received 1 July 2006.
  Abstract

We use the properties of independence estimating equations to adjust the ‘independence’ loglikelihood function in the presence of clustering. The proposed adjustment relies on the robust sandwich estimator of the parameter covariance matrix, which is easily calculated. The methodology competes favourably with established techniques based on independence estimating equations; we provide some insight as to why this is so. The adjustment is applied to examples relating to the modelling of wind speed in Europe and annual maximum temperatures in the U.K.

Key Words: generalized estimating equation • inference from margins • multivariate extreme • spatio-temporal modelling


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




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.