Model Selection Criterion Based on the Multivariate Quasi‐Likelihood for Generalized Estimating Equations. (1st June 2015)

• Record Type: Journal Article
• Authors: Imori, Shinpei
• Is Part Of: Scandinavian journal of statistics. Volume 42:Number 4(2015:Dec.)
• Page Start: 1214
• Page End: 1224
• Publication Date: 2015-06-01
• Subjects: generalized estimating equations -- longitudinal data analysis -- model selection -- multivariate quasi‐likelihood; Statistics -- Periodicals; 310
• DOI: 10.1111/sjos.12160
• Languages: English
• ISSNs: 0303-6898

Abstract

Abstract: The generalized estimating equations (GEE) approach has attracted considerable interest for the analysis of correlated response data. This paper considers the model selection criterion based on the multivariate quasi‐likelihood (MQL) in the GEE framework. The GEE approach is closely related to the MQL. We derive a necessary and sufficient condition for the uniqueness of the risk function based on the MQL by using properties of differential geometry. Furthermore, we establish a formal derivation of model selection criterion as an asymptotically unbiased estimator of the prediction risk under this condition, and we explicitly take into account the effect of estimating the correlation matrix used in the GEE procedure.