JSM 2005 - Toronto

Abstract #302480

This is the preliminary program for the 2005 Joint Statistical Meetings in Minneapolis, Minnesota. Currently included in this program is the "technical" program, schedule of invited, topic contributed, regular contributed and poster sessions; Continuing Education courses (August 7-10, 2005); and Committee and Business Meetings. This on-line program will be updated frequently to reflect the most current revisions.

To View the Program:
You may choose to view all activities of the program or just parts of it at any one time. All activities are arranged by date and time.



The views expressed here are those of the individual authors
and not necessarily those of the ASA or its board, officers, or staff.


The Program has labeled the meeting rooms with "letters" preceding the name of the room, designating in which facility the room is located:

Minneapolis Convention Center = “MCC” Hilton Minneapolis Hotel = “H” Hyatt Regency Minneapolis = “HY”

Back to main JSM 2005 Program page



Legend: = Applied Session, = Theme Session, = Presenter
Activity Number: 303
Type: Invited
Date/Time: Tuesday, August 9, 2005 : 2:00 PM to 3:50 PM
Sponsor: IMS
Abstract - #302480
Title: Estimating Equations for Marginal Regression Analysis of Longitudinal Data with Time-Dependent Covariates
Author(s): Dylan Small*+ and Tze L. Lai
Companies: The University of Pennsylvania and Stanford University
Address: 464 Huntsman Hall, 3730 Walnut Street, Philadelphia, PA, 19104, USA
Keywords: estimating equations ; generalized method of moments ; longitudinal data ; time-dependent covariates
Abstract:

Generalized estimating equations (GEE) are widely used for marginal regression analysis of longitudinal data. An appealing feature of the GEE approach is its use of a ``working hypothesis'' about the parts of the model considered nuisance parameters. If the working hypothesis is correct, GEE provides efficient estimates; if the working hypothesis is incorrect, GEE still provides consistent estimates for the parameters of interest. In the presence of time-dependent covariates, it has been noted that only certain types of working hypotheses (in particular, a working hypothesis of independence between all observations) can be used if the researcher wants to maintain consistency in the presence of misspecification of the correlation structure of the observations. This paper presents an approach to marginal regression analysis of longitudinal data that provides more efficient estimates than GEE with working independence when there are time-dependent covariates, but is consistent regardless of the correlation structure of the observations.


  • The address information is for the authors that have a + after their name.
  • Authors who are presenting talks have a * after their name.

Back to the full JSM 2005 program

JSM 2005 For information, contact jsm@amstat.org or phone (888) 231-3473. If you have questions about the Continuing Education program, please contact the Education Department.
Revised March 2005