Abstract #301802

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JSM 2003 Abstract #301802
Activity Number: 454
Type: Contributed
Date/Time: Thursday, August 7, 2003 : 8:30 AM to 10:20 AM
Sponsor: Biopharmaceutical Section
Abstract - #301802
Title: Efficiency of Pseudo-likelihood Estimators when Covariance Is Misspecified
Author(s): Heungsun Park*+ and Kijong Cho
Companies: Hankuk University of Foreign Studies and Hankuk University of Foreign Studies
Address: , Yongin, , , S KOREA
Keywords: General Estimating Equation ; Variance Function ; Generalized Linear Models ; Longitudinal Data
Abstract:

It is well known that the correct covariance modeling is desirable for the increased precision of the parameters in mean model. However, there have been few studies about the efficiency of the parameters in variance models. We will discuss how to compare the efficiency in misspecification of covariance structure in variance models with some simulations.

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