Comment on ‘Small sample GEE estimation of regression parameters for longitudinal data’

N. Lunardon, Daniel O Scharfstein

Research output: Contribution to journalLetterpeer-review

6 Scopus citations

Abstract

In longitudinal studies, the generalized estimating equation (GEE) estimator of the parameters of a marginal model is known to be consistent even if the working intra-subject covariance matrix is incorrectly specified. Recently, a small sample correction for the bias of the GEE estimator has been proposed. We show that this correction formula relies on the correct specification of the working intra-subject covariance matrix. We provide a revised formula that is valid under misspecification and develop the R package ‘BCgee’ to ease the practical use of the formula.

Original languageEnglish (US)
Pages (from-to)3596-3600
Number of pages5
JournalStatistics in Medicine
Volume36
Issue number22
DOIs
StatePublished - Sep 30 2017

ASJC Scopus subject areas

  • Epidemiology
  • Statistics and Probability

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