The performances of several modified CIC criteria for working intra-cluster correlation structure selection in GEE analysis

被引:3
|
作者
Xu, Jianwen [1 ]
Yang, Qianlin [1 ]
Zhang, Jiamao [1 ]
机构
[1] Chongqing Univ, Dept Stat & Actuarial Sci, Chongqing 401331, Peoples R China
关键词
Correlated information criterion; Generalized estimating equations; Working correlation structure selection; GENERALIZED ESTIMATING EQUATIONS; LINEAR-MODELS; LONGITUDINAL DATA; BINARY DATA; EFFICIENCY; ESTIMATORS;
D O I
10.1080/03610918.2016.1189565
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
Based on various improved robust covariance estimators in the literature, several modified versions of the well-known correlated information criterion (CIC) for working intra-cluster correlation structure (ICS) selection are proposed. Performances of these modified criteria are examined and compared to the CIC via simulations. When the response is Gaussian, binary, or Poisson, the modified criteria are demonstrated to have higher detection rates when the true ICS is exchangeable, while the CIC would perform better when the true ICS is AR(1). An application of the criteria is made to a real dataset.
引用
收藏
页码:6034 / 6048
页数:15
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