This is the program for the 2010 Joint Statistical Meetings in Vancouver, British Columbia.
Abstract Details
Activity Number:
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353
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Type:
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Contributed
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Date/Time:
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Tuesday, August 3, 2010 : 10:30 AM to 12:20 PM
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Sponsor:
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Section on Statistical Computing
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Abstract - #306815 |
Title:
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A Power Analysis of Misspecified Types of Time-Varying Covariates for Generalized Method of Moments Applied to Binary Responses
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Author(s):
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Trent Lalonde*+ and Jeffrey R. Wilson
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Companies:
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University of Northern Colorado and The University of Utah
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Address:
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McKee Hall 520, Greeley, CO, 80639,
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Keywords:
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Generalized Linear Model ;
Method-of-Moments ;
Longitudinal ;
Time-Dependent Covariates ;
Binary Response ;
Correlated Observations
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Abstract:
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Correlated observations are commonly encountered in longitudinal studies involving binary responses. A marginal model has shown to be best modeled with GEE (Zeger and Liang (1986)). Both the GLM and GEE assume that the covariates are time-independent; however, neither of these methods is suitable when any covariates are time-dependent. For time-dependent covariates, a generalized method-of-moments has been developed (Lai and Small (2007)), in which the estimating equations are determined by the type of time-varying covariate.
This paper applies the techniques of Lai and Small to a data situation with a binary response, compares the GMM to the GLM and GEE, that both ignore information about the time-dependence of covariates, and also addresses questions of misspecification of time-dependent covariate types, and the effects on parameter estimates, standard errors, and test statistics.
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