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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...
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| Publicado no: | J Stat Comput Simul |
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| Autor principal: | |
| Formato: | Artigo |
| Idioma: | Inglês |
| Publicado em: |
2015
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| Assuntos: | |
| Acesso em linha: | 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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