Generalized Estimating Equations
By: by Andreas Ziegler
Contributors: SpringerLink (Online service)
Series: Lecture Notes in Statistics -- 204
Publisher: Springer Science+Business Media, LLC
Published: 2011
Place of publication: New York, NY
Language: eng
Format: [electronic resource] /
Number of pages: 144
ISBN-13: 9781461404989; 9781461404996
Subjects: Mathematical statistics; Statistics
Description: Generalized estimating equations have become increasingly popular in biometrical, econometrical, and psychometrical applications because they overcome the classical assumptions of statistics, i.e. independence and normality, which are too restrictive for many problems. Therefore, the main goal of this book is to give a systematic presentation of the original generalized estimating equations (GEE) and some of its further developments. Subsequently, the emphasis is put on the unification of various GEE approaches. This is done by the use of two different estimation techniques, the pseudo maximum likelihood (PML) method and the generalized method of moments (GMM). The author details the statistical foundation of the GEE approach using more general estimation techniques. The book could therefore be used as basis for a course to graduate students in statistics, biostatistics, or econometrics, and will be useful to practitioners in the same fields.