JSM Preliminary Online Program
This is the preliminary program for the 2006 Joint Statistical Meetings in Seattle, Washington.

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

Back to main JSM 2006 Program page

Activity Number: 470
Type: Contributed
Date/Time: Wednesday, August 9, 2006 : 2:00 PM to 3:50 PM
Sponsor: Biometrics Section
Abstract - #305577
Title: The Efficiency of Multivariate Pseudo-Likelihood Estimation
Author(s): Park Bum Hee*+ and Park Heungsun
Companies: Hankuk University of Foreign Studies and Hankuk University of Foreign Studies
Address: Department of Statistics, Yongin, 449-791, South Korea
Keywords: GEE ; multivariate pseudo-likelihood estimation ; power-of-the-mean variance
Abstract:

Power-of-the-mean (POM) function is used widely in variance modeling procedures. Park and Cho (2005) suggested quasi-likelihood and variance function (QVF) for estimating POM in independent pest-count data. However, their approach cannot be used in correlated count data. We suggest multivariate pseudo-likelihood (MPL) estimator in the correlated POM variance structure. Simulation study illustrates the efficiency of MPL over QVF for various situations.

  • 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 2006 program

JSM 2006 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 April, 2006