Unbiased Estimating Equations From Working Correlation Models for Irregularly Timed Repeated Measures
By You‐Gan Wang, Vincent J. Carey. 2004
61 citations recorded by the source corpus.
Subfields: Statistics and Probability
View Paper: https://www.semanticscholar.org/paper/b35cd1e25cca2748614195c723f0c1b9abede679
How researchers see this paper
The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.
In Statistics and Probability
- Geert Molenberghs
- Justine Shults
- Sarah J. Ratcliffe
- You‐Gan Wang
- Lin-Yee Hin
- Vincent J. Carey
- Nicholas J. Horton
- Aaron M. Christ
Citations in the corpus
- Criteria for Working–Correlation–Structure Selection in GEE (2007, background): “When the working correlation structure is correctly specified, Q should be close to an identity matrix, and hence both C1 and C2 should be close to 1 (Wang and Carey 2004).”
- Generalized Estimating Equations in Longitudinal Data Analysis: A Review and Recent Developments (2014, unknown): “Wang and Carey proposed to estimate the correlation coefficients by differentiating the Cholesky decomposition of the working correlation matrix [18].”
- Longitudinal Data Analysis. Handbooks of Modern Statistical Methods (2009, methodology): “As a slight modification to these multivariate normal estimating equations, Wang and Carey (2004) proposed estimating the correlation parameters by differentiating the Cholesky decomposition of the working correlation matrix; a similar approach was also used by Ye and Pan (2006).”
- GEEQBOX: A MATLAB Toolbox for Generalized Estimating Equations and Quasi-Least Squares (2008, background): “However, several authors have shown that incorrect application of the working independence structure can result in a serious loss in efficiency in estimation of β (e.g., Sutradhar and Das 2000; Wang and Carey 2004; Shults et al. 2006)”