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Article: Robust estimating equations and bias correction of correlation parameters for longitudinal data

TitleRobust estimating equations and bias correction of correlation parameters for longitudinal data
Authors
Issue Date2008
PublisherElsevier BV. The Journal's web site is located at http://www.elsevier.com/locate/csda
Citation
Computational Statistics And Data Analysis, 2008, v. 52 n. 10, p. 4745-4753 How to Cite?
AbstractThe estimation of correlation parameters has received attention for both its own interest and improvement of the estimation efficiency of mean parameters by the generalized estimating equations (GEE) approach. Many of the well-established methods for the estimation of correlation parameters can be constructed under the GEE framework which is, however, sensitive to outliers. In this paper, we consider two ways of constructing robust estimating equations for achieving robust estimation of the correlation parameters. Furthermore, the estimators of the correlation parameters from the robustified GEE may be still biased as the expectation of the estimating equation is biased from zero when the underlying distribution is not symmetric. Therefore, bias-corrected robust estimators of correlation parameters are proposed. The performance of the proposed methods are investigated by simulation. The results show that the proposed robust and bias-corrected robust estimators can reduce the bias successfully. Two real data sets are analyzed for illustration. Crown Copyright © 2008.
Persistent Identifierhttp://hdl.handle.net/10722/82727
ISSN
2015 Impact Factor: 1.179
2015 SCImago Journal Rankings: 1.283
ISI Accession Number ID
References

 

DC FieldValueLanguage
dc.contributor.authorQin, GYen_HK
dc.contributor.authorZhu, ZYen_HK
dc.contributor.authorFung, WKen_HK
dc.date.accessioned2010-09-06T08:32:42Z-
dc.date.available2010-09-06T08:32:42Z-
dc.date.issued2008en_HK
dc.identifier.citationComputational Statistics And Data Analysis, 2008, v. 52 n. 10, p. 4745-4753en_HK
dc.identifier.issn0167-9473en_HK
dc.identifier.urihttp://hdl.handle.net/10722/82727-
dc.description.abstractThe estimation of correlation parameters has received attention for both its own interest and improvement of the estimation efficiency of mean parameters by the generalized estimating equations (GEE) approach. Many of the well-established methods for the estimation of correlation parameters can be constructed under the GEE framework which is, however, sensitive to outliers. In this paper, we consider two ways of constructing robust estimating equations for achieving robust estimation of the correlation parameters. Furthermore, the estimators of the correlation parameters from the robustified GEE may be still biased as the expectation of the estimating equation is biased from zero when the underlying distribution is not symmetric. Therefore, bias-corrected robust estimators of correlation parameters are proposed. The performance of the proposed methods are investigated by simulation. The results show that the proposed robust and bias-corrected robust estimators can reduce the bias successfully. Two real data sets are analyzed for illustration. Crown Copyright © 2008.en_HK
dc.languageengen_HK
dc.publisherElsevier BV. The Journal's web site is located at http://www.elsevier.com/locate/csdaen_HK
dc.relation.ispartofComputational Statistics and Data Analysisen_HK
dc.rightsComputational Statistics & Data Analysis. Copyright © Elsevier BV.en_HK
dc.titleRobust estimating equations and bias correction of correlation parameters for longitudinal dataen_HK
dc.typeArticleen_HK
dc.identifier.openurlhttp://library.hku.hk:4550/resserv?sid=HKU:IR&issn=0167-9473&volume=52&spage=4745&epage=4753&date=2008&atitle=Robust+estimating+equations+and+bias+correction+of+correlation+parameters+for+longitudinal+dataen_HK
dc.identifier.emailFung, WK: wingfung@hku.hken_HK
dc.identifier.authorityFung, WK=rp00696en_HK
dc.description.naturelink_to_subscribed_fulltext-
dc.identifier.doi10.1016/j.csda.2008.03.019en_HK
dc.identifier.scopuseid_2-s2.0-44349146690en_HK
dc.identifier.hkuros149891en_HK
dc.relation.referenceshttp://www.scopus.com/mlt/select.url?eid=2-s2.0-44349146690&selection=ref&src=s&origin=recordpageen_HK
dc.identifier.volume52en_HK
dc.identifier.issue10en_HK
dc.identifier.spage4745en_HK
dc.identifier.epage4753en_HK
dc.identifier.isiWOS:000257377100018-
dc.publisher.placeNetherlandsen_HK
dc.identifier.scopusauthoridQin, GY=19640646400en_HK
dc.identifier.scopusauthoridZhu, ZY=23487505000en_HK
dc.identifier.scopusauthoridFung, WK=13310399400en_HK

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