A methodology for improving efficiency estimation based on conditional mix-GEE models in longitudinal studies. Issue 1 (2nd January 2022)

• Record Type: Journal Article
• Authors: Xing, Yanchun; Wenqing, Ma; Liang, Chunhui
• Is Part Of: Communications in statistics. Volume 51:Issue 1(2022)
• Page Start: 254
• Page End: 265
• Publication Date: 2022-01-02
• Subjects: Conditional mix-GEE -- Random effects -- Quadratic inference functions -- Longitudinal data; Mathematical statistics -- Periodicals; Mathematical statistics -- Data processing -- Periodicals; Digital computer simulation -- Periodicals; 519.5
• DOI: 10.1080/03610918.2019.1649423
• Languages: English
• ISSNs: 0361-0918

Abstract

Abstract: Estimating random effects accurately is crucial since it reflects the subject-specific effect in longitudinal studies. In this paper, we develop a new methodology for improving the efficiency of fixed-effects and random-effects estimation based on conditional mix-GEE models. The advantage of our proposed approach is that the serial correlation over time was accommodated in estimating random effects. Meanwhile, the normality assumption for random effects is not required. In addition, according to the estimates of some mixture proportions, the true working correlation matrix can be identified. The feature of our proposed approach is that the estimators of the regression parameters are more efficient than CCQIF, cmix-GEE and CQIF approaches even if the working correlation structure is not correctly specified. In theory, we show that the proposed method yields a consistent and more efficient estimator than the random-effect estimator that ignores correlation information from longitudinal data. We establish asymptotic results for both fixed-effects and random-effects estimators. Simulation studies confirm the performance of our proposed method.