Modelling of covariance structures in generalised estimating equations for longitudinal data - Ye, Huajun; Pan, Jianxin (Biometrika, 2006)
Keywords: Applications; Asymptotic methods; Biology, psychology, social sciences; Cellular communications; Cholesky decomposition; Correlations; Covariance; Covariance matrices; Decomposition; Efficiency; Estimating techniques; Estimators; Estimators for the mean; Exact sciences and technology; Generalised estimating equation; Linear models; Longitudinal data; Mathematical models; Mathematics; Misspecification of covariance structure; Modelling of mean and covariance structures; Multivariate analysis; Parameter estimation; Parametric models; Probability and statistics; Proposals; Sciences and techniques of general use; Statistical discrepancies; Statistics; Studies; Biometrics; Bad specification; Efficiency loss; Generalised estimating equation; Gaussian distribution; Longitudinal data; Statistical simulation; Asymptotic convergence; Cholesky decomposition; Modelling of mean and covariance structures; Estimator efficiency; Cholesky method; Efficiency; Generalized equation; Estimating equation; Misspecification of covariance structure; Data covariances