This is the program for the 2010 Joint Statistical Meetings in Vancouver, British Columbia.
Abstract Details
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Activity Number:
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129
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Type:
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Contributed
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Date/Time:
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Monday, August 2, 2010 : 8:30 AM to 10:20 AM
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Sponsor:
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Biopharmaceutical Section
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| Abstract - #307336 |
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Title:
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An Observation on the GEE Under a Full Model for the Mean
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Author(s):
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Zhen (Robert) Luo*+ and Peng (Roger) Qu
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Companies:
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Pfizer (China) Research and Development Co. and Pfizer (China) Research and Development Co.
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Address:
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5F German Center, 88 Keyuan Road, Shanghai, International, 201203, P.R. China
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Keywords:
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GEE ;
robust estimates ;
model checking ;
full model
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Abstract:
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It's observed that under a full model for the mean (of either binary data or normal data), the estimates based on the method of generalized estimating equations (GEE) and the robust estimate of their covariance matrix are independent of the choice of the working correlation matrix when there are no missing data. Furthermore, these estimates are identical to the large sample estimates based on the multivariate sample mean and covariance. We demonstrate this through derivations and numerical examples. Its potential application in the model checking when applying the GEE is also discussed.
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