Quasi-least squares with mixed linear correlation structures.
Quasi-least squares with mixed linear correlation structures.
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DOI：
10.4310/sii.2010.v3.n2.a9
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发表时间：
2010
影响因子：
0.8
通讯作者：
Cotch MF
中科院分区：
文献类型：
--
作者：
Xie J;Shults J;Peet J;Stambolian D;Cotch MF
Quasi-least squares (QLS) is a two-stage computational approach for estimation of the correlation parameters in the framework of generalized estimating equations. We prove two general results for the class of mixed linear correlation structures: namely, that the stage one QLS estimate of the correlation parameter always exists and is feasible (yields a positive definite estimated correlation matrix) for any correlation structure, while the stage two estimator exists and is unique (and therefore consistent) with probability one, for the class of mixed linear correlation structures. Our general results justify the implementation of QLS for particular members of the class of mixed linear correlation structures that are appropriate for analysis of data from families that may vary in size and composition. We describe the familial structures and implement them in an analysis of optical spherical values in the Old Order Amish (OOA). For the OOA analysis, we show that we would suffer a substantial loss in efficiency, if the familial structures were the true structures, but were misspecified as simpler approximate structures. To help bridge the interface between Statistics and Medicine, we also provide R software so that medical researchers can implement the familial structures in a QLS analysis of their own data.
