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Quasi-least squares with mixed linear correlation structures
Quasi-least squares (QLS) is a two-stage computational approach for estimation of the correlation parameters in the framework of generalized estimating equations. We prove two general results for the class of mixed linear correlation structures: namely, that the stage one QLS estimate of the correla...
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| Main Authors: | , , , , |
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| Formato: | Artigo |
| Idioma: | Inglês |
| Publicado em: |
2010
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| Assuntos: | |
| Acesso em linha: | https://ncbi.nlm.nih.gov/pmc/articles/PMC3328409/ https://ncbi.nlm.nih.gov/pubmed/22518205 |
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