讲座题目： Modeling of Covariance Structures in Generalized Estimating Equations for Longitudinal

主讲人: Dr.叶华军

时 间: 2007.10.30, 2:00-3:00 pm

地 点: C305

摘 要: When used for modeling longitudinal data generalized estimating equations specify a working structure for the within-subject covariance matrices, aiming to produce efficient parameter estimators. However, misspecification of the working covariance structure may lead to a large loss of efficiency of the estimators of the mean parameters. In this paper we propose an approach for joint modeling of the mean and covariance structures of longitudinal data within the framework of generalized estimating equations. The resulting estimators for the mean and covariance parameters are shown to be consistent and asymptotically Normally distributed. Real data analysis and simulation studies show that the proposed approach yields efficient estimators for both the mean and covariance parameters.