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A covariance correction that accounts for correlation estimation to improve finite-sample inference with generalized estimating equations: A study on its applicability with structured correlation matrices
When generalized estimating equations (GEE) incorporate an unstructured working correlation matrix, the variances of regression parameter estimates can inflate due to the estimation of the correlation parameters. In previous work, an approximation for this inflation that results in a corrected versi...
Guardat en:
| Publicat a: | J Stat Comput Simul |
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| Autor principal: | |
| Format: | Artigo |
| Idioma: | Inglês |
| Publicat: |
2015
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| Matèries: | |
| Accés en línia: | https://ncbi.nlm.nih.gov/pmc/articles/PMC5089177/ https://ncbi.nlm.nih.gov/pubmed/27818539 https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1080/00949655.2015.1089873 |
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