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  • 标题:Quasi-least squares with mixed linear correlation structures
  • 本地全文:下载
  • 作者:Mary Frances Cotch ; Jon Peet ; Justine Shults
  • 期刊名称:Statistics and Its Interface
  • 印刷版ISSN:1938-7989
  • 电子版ISSN:1938-7997
  • 出版年度:2010
  • 卷号:3
  • 期号:2
  • 页码:223-233
  • DOI:10.4310/SII.2010.v3.n2.a9
  • 出版社:International Press
  • 摘要: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 correlation parameter always exists and is feasible (yields a positive definite estimated correlation matrix) for any correlation structure, while the stage two estimator exists and is unique (and therefore consistent) with probability one, for the class of mixed linear correlation structures. Our general results justify the implementation of QLS for particular members of the class of mixed linear correlation structures that are appropriate for analysis of data from families that may vary in size and composition. We describe the familial structures and implement them in an analysis of optical spherical values in the Old Order Amish (OOA). For the OOA analysis, we show that we would suffer a substantial loss in efficiency, if the familial structures were the true structures, but were misspecified as simpler approximate structures. To help bridge the interface between Statistics and Medicine, we also provide R software so that medical researchers can implement the familial structures in a QLS analysis of their own data.
  • 关键词:quasi-least squares; linear correlation structure; mixed correlation structure; familial data
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