Weighted estimating equation: modified GEE in longitudinal data analysis

doi:10.1007/s11464-014-0359-5

Front. Math. China

2014, Vol. 9

Issue (2) : 329-353 https://doi.org/10.1007/s11464-014-0359-5

RESEARCH ARTICLE

Weighted estimating equation: modified GEE in longitudinal data analysis

Tianqing LIU¹(

), Zhidong BAI², Baoxue ZHANG²(

)

¹. School of Mathematics, Jilin University, Changchun 130012, China
². Key Laboratory for Applied Statistics of MOE and School of Mathematics and Statistics, Northeast Normal University, Changchun 130024, China

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Abstract

The method of generalized estimating equations (GEE) introduced by K. Y. Liang and S. L. Zeger has been widely used to analyze longitudinal data. Recently, this method has been criticized for a failure to protect against misspecification of working correlation models, which in some cases leads to loss of efficiency or infeasibility of solutions. In this paper, we present a new method named as ‘weighted estimating equations (WEE)’ for estimating the correlation parameters. The new estimates of correlation parameters are obtained as the solutions of these weighted estimating equations. For some commonly assumed correlation structures, we show that there exists a unique feasible solution to these weighted estimating equations regardless the correlation structure is correctly specified or not. The new feasible estimates of correlation parameters are consistent when the working correlation structure is correctly specified. Simulation results suggest that the new method works well in finite samples.

Keywords Consistency correlation efficiency generalized estimating equation (GEE) longitudinal data positive definite repeated measures weighted estimating equation (WEE)

Corresponding Author(s): Tianqing LIU,Baoxue ZHANG

Issue Date: 16 May 2014

Cite this article:

Tianqing LIU,Zhidong BAI,Baoxue ZHANG. Weighted estimating equation: modified GEE in longitudinal data analysis[J]. Front. Math. China, 2014, 9(2): 329-353.

URL:

https://academic.hep.com.cn/fmc/EN/10.1007/s11464-014-0359-5
https://academic.hep.com.cn/fmc/EN/Y2014/V9/I2/329

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