A study of quadratic inference functions with alternative weighting matrices |
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Authors: | Weiming Yang Shu Liao |
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Institution: | College of Mathematics and Statistics, Chongqing Technology and Business University, Chongqing, China |
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Abstract: | Quadratic inference function (QIF) is an alternative methodology to the popular generalized estimating equations (GEE) approach, it does not involve direct estimation of the correlation parameter, and thus remains optimal even if the working correlation structure is misspecified. The idea is to represent the inverse of the working correlation matrix by a linear combination of some basis matrices. In this article, we present a modification of QIF with a robust variance estimator of the extended score function. Theoretical and numerical results show that the modified QIF attains better efficiency and achieves better small sample performance than the original QIF method. |
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Keywords: | Longitudinal data QIF Sandwich variance estimator Small sample size |
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