A caution in the use of multiple criteria for selecting working correlation structure in generalized estimating equations
A caution in the use of multiple criteria for selecting working correlation structure in generalized estimating equations
复制标题
在广义估计方程中使用多重标准选择工作相关结构时的注意事项
DOI：
10.1080/03610918.2021.1871924
复制
发表时间：
2021
期刊：
影响因子：
--
通讯作者：
Ajmery Jaman
中科院分区：
文献类型：
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作者：
Abida Sultana;Nasrin Lipi;Ajmery Jaman
摘要广义估计方程（GEE）方法是对相关响应进行回归分析的常用方法。选择一个有效的相关结构一直是使用GEE进行纵向数据分析的一个重要课题。虽然在错误设定工作相关结构的情况下，可以得到一致的和渐近正态的估计，但适当地选择相关结构可以提高回归估计的效率。已经提出了许多标准来选择GEE中的最佳工作相关结构。除了单一标准外，一些作者还提出了使用多个标准的不同方法。在本文中，可用的标准进行了比较沿着与不同的组合选择的多个标准。我们使用模拟和真实的数据研究了它们的性能。模拟结果表明，数据分析师应谨慎选择多个标准相结合。实用的建议也给出了选择一个工作相关结构在GEE。
Abstract The generalized estimating equations (GEE) procedure is a common approach for regression analyses of correlated responses, which is common for data obtained in longitudinal studies. Selecting a working correlation structure has been a momentous topic in longitudinal data analysis using GEE. Although consistent and asymptotically normal estimates can be obtained with misspecified working correlation structure, an appropriate selection of the correlation structure improves the efficiency of the regression estimators. Numerous criteria have been proposed to select the best working correlation structure in GEE. Besides single criterion, some authors suggested different approaches of using multiple criteria. In this paper, a comparison of available criteria is done along with different combinations of selected multiple criteria. We investigated their performance using both simulated and real data. Simulation results indicate that data analysts should be cautious in selecting multiple criteria to be combined. Practical recommendations are also given for choosing a working correlation structure in GEE.