On Ill-Conditioned Generalized Estimating Equations and Toward Unified Biased Estimation
Beschreibung
vor 24 Jahren
I address the issue of ill-conditioned regressors within
generalized estimating equations (GEEs). In such a setting,
standard GEE approaches can have problems with: convergence, large
coefficient variances, poor prediction, deflated power of tests,
and in some extreme cases, e.g. functional regressors, may not even
exist. I modify the quasi-likelihood score functions, while
presenting a variety of biased estimators that simultaneously
address the issues of (severe) ill-conditioning and correlated
response variables. To simplify the presentation, I attempt to
unite or link these estimators as much as possible. Some
properties, as well as some guidelines for choosing the meta or
penalty parameters are suggested.
generalized estimating equations (GEEs). In such a setting,
standard GEE approaches can have problems with: convergence, large
coefficient variances, poor prediction, deflated power of tests,
and in some extreme cases, e.g. functional regressors, may not even
exist. I modify the quasi-likelihood score functions, while
presenting a variety of biased estimators that simultaneously
address the issues of (severe) ill-conditioning and correlated
response variables. To simplify the presentation, I attempt to
unite or link these estimators as much as possible. Some
properties, as well as some guidelines for choosing the meta or
penalty parameters are suggested.
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