title: A bias correction for covariance estimators to improve inference with generalized estimating equations that use an unstructured correlation matrix.
abstract: Generalized estimating equations (GEEs) are routinely used for the marginal analysis of correlated data. The efficiency of GEE depends on how closely the working covariance structure resembles the true structure, and therefore accurate modeling of the working correlation of the data is important. A popular approach is the use of an unstructured working correlation matrix, as it is not as restrictive as simpler structures such as exchangeable and AR-1 and thus can theoretically improve efficiency. However, because of the potential for having to estimate a large number of correlation parameters, variances of regression parameter estimates can be larger than theoretically expected when utilizing the unstructured working correlation matrix. Therefore, standard error estimates can be negatively biased. To account for this additional finite-sample variability, we derive a bias correction that can be applied to typical estimators of the covariance matrix of parameter estimates. Via simulation and in application to a longitudinal study, we show that our proposed correction improves standard error estimation and statistical inference.
authors.affiliation: Department of Biostatistics, College of Public Health, University of Kentucky, Lexington, KY 40536, USA. philip.westgate@uky.edu
authors.forename: Philip M
authors.initials: PM
authors.lastname: Westgate
mesh_terms: D000927:Anticonvulsants / Q000494:pharmacology / Q000627:therapeutic use; D015982:Bias; D003198:Computer Simulation; D004827:Epilepsy / Q000188:drug therapy; D006801:Humans; D008137:Longitudinal Studies; D015233:Models, Statistical; D012640:Seizures / Q000517:prevention & control; D005680:gamma-Aminobutyric Acid / Q000031:analogs & derivatives / Q000494:pharmacology / Q000627:therapeutic use
chemical_list: D000927:Anticonvulsants; C017985:progabide; D005680:gamma-Aminobutyric Acid