Efficient parameter estimation in longitudinal data analysis using a hybrid GEE method

The method of generalized estimating equations (GEEs) provides consistent estimates of the regression parameters in a marginal regression model for longitudinal data, even when the working correlation model is misspecified (Liang and Zeger, 1986). However, the efficiency of a GEE estimate can be ser...

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Bibliographic Details
Published in:Biostatistics (Oxford, England) England), 2009-07, Vol.10 (3), p.436-445
Main Authors: Leung, Denis H. Y., Wang, You-Gan, Zhu, Min
Format: Article
Language:English
Subjects:
Biometry - methods
Child
Child, Preschool
Correlation analysis
Data analysis
Data Interpretation, Statistical
Estimating techniques
Female
Humans
Indonesia - epidemiology
Likelihood Functions
Longitudinal Studies
Male
Models, Statistical
Regression Analysis
Respiratory Tract Infections - epidemiology
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Summary:The method of generalized estimating equations (GEEs) provides consistent estimates of the regression parameters in a marginal regression model for longitudinal data, even when the working correlation model is misspecified (Liang and Zeger, 1986). However, the efficiency of a GEE estimate can be seriously affected by the choice of the working correlation model. This study addresses this problem by proposing a hybrid method that combines multiple GEEs based on different working correlation models, using the empirical likelihood method (Qin and Lawless, 1994). Analyses show that this hybrid method is more efficient than a GEE using a misspecified working correlation model. Furthermore, if one of the working correlation structures correctly models the within-subject correlations, then this hybrid method provides the most efficient parameter estimates. In simulations, the hybrid method's finite-sample performance is superior to a GEE under any of the commonly used working correlation models and is almost fully efficient in all scenarios studied. The hybrid method is illustrated using data from a longitudinal study of the respiratory infection rates in 275 Indonesian children.
ISSN:1465-4644
1468-4357
DOI:10.1093/biostatistics/kxp002