کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
1149906 957903 2008 16 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Robust modified profile estimating function with application to the generalized estimating equation
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات ریاضیات کاربردی
پیش نمایش صفحه اول مقاله
Robust modified profile estimating function with application to the generalized estimating equation
چکیده انگلیسی

We consider methods for reducing the effect of fitting nuisance parameters on a general estimating function, when the estimating function depends on not only a vector of parameters of interest, θθ, but also on a vector of nuisance parameters, λλ. We propose a class of modified profile estimating functions with plug-in bias reduced by two orders. A robust version of the adjustment term does not require any information about the probability mechanism beyond that required by the original estimating function. An important application of this method is bias correction for the generalized estimating equation in analyzing stratified longitudinal data, where the stratum-specific intercepts are considered as fixed nuisance parameters, the dependence of the expected outcome on the covariates is of interest, and the intracluster correlation structure is unknown. Furthermore, when the quasi-scores for θθ and λλ are available, we propose an additional multiplicative adjustment term such that the modified profile estimating function is approximately information unbiased. This multiplicative adjustment term can serve as an optimal weight in the analysis of stratified studies. A brief simulation study shows that the proposed method considerably reduces the impact of the nuisance parameters.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Journal of Statistical Planning and Inference - Volume 138, Issue 7, 1 July 2008, Pages 2029–2044
نویسندگان
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