title: On the accuracy of efficiency of estimating equation approach.
abstract: Liang and Zeger (1986, Biometrika 73, 13-22) introduced a generalized estimating equation (GEE) approach based on a working correlation matrix to obtain efficient estimators of regression parameters in the class of generalized linear models for repeated measures data. As demonstrated by Crowder (1995, Biometrika 82, 407-410), because of uncertainty of the definition of the working correlation matrix, the Liang-Zeger approach may, in some cases, lead to a complete breakdown of the estimation of the regression parameters. After taking this comment of Crowder into account, recently Sutradhar and Das (1999, Biometrika 86, 459-465) examined the loss of efficiency of the regression estimators due to misspecification of the correlation structures. But their study was confined to the regression estimation with cluster-level covariates, as in the original paper of Liang and Zeger. In this paper, we study this efficiency loss problem for the generalized regression models with within-cluster covariates by utilizing the approach of Sutradhar and Das (1999).
authors.affiliation: Department of Mathematics and Statistics, Memorial University of Newfoundland, St. John's, Canada. bsutradh@math.mun.ca
authors.forename: B C
authors.initials: BC
authors.lastname: Sutradhar
authors.forename: K
authors.initials: K
authors.lastname: Das
mesh_terms: D001699:Biometry / Q000379:methods*; D016000:Cluster Analysis; D003627:Data Interpretation, Statistical; D006801:Humans; D008137:Longitudinal Studies; D012044:Regression Analysis; D015203:Reproducibility of Results; D013997:Time Factors