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中国工业与应用数学学会会刊
主管：中华人民共和国教育部
主办：西安交通大学
ISSN 1005-3085  CN 61-1269/O1
工程数学学报

工程数学学报 ›› 2019, Vol. 36 ›› Issue (5): 504-514.doi: 10.3969/j.issn.1005-3085.2019.05.002

• • 上一篇    下一篇

Hybrid GEE 方法和 QIF 方法的比较

杨卓然,  付利亚   

  1. 西安交通大学数学与统计学院，西安  710049
  • 收稿日期:2017-10-13 接受日期:2019-05-14 出版日期:2019-10-15 发布日期:2019-12-15
  • 基金资助:
    国家自然科学基金(11871390)；中央高校基金(xjj2017180)；陕西省自然科学基金(2018JQ1006).

Comparison of Hybrid GEE Method and QIF Method

YANG Zhuo-ran,  FU Li-ya   

  1. School of Mathematics and Statistics, Xi'an Jiaotong University, Xi'an 710049
  • Received:2017-10-13 Accepted:2019-05-14 Online:2019-10-15 Published:2019-12-15
  • Supported by:
    The National Natural Science Foundation of China (11871390); the Fundamental Research Funds for the Central Universities (xjj2017180); the Natural Science Foundation of Shaanxi Province (2018JQ1006).

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摘要： 在纵向数据分析中，广义估计方程（GEE）方法被广泛应用．无论相关矩阵是否正确识别，通过 GEE 方法得到的参数估计都是相合的．但是，当选取的工作相关矩阵与真实相关阵相差较大时，所得参数估计的效可能会较低．为了降低工作相关矩阵的选取对于参数估计的效的影响，研究者提出了二次推断函数（QIF）方法和 Hybrid GEE 方法．本文通过数值模拟对 QIF 方法和 Hybrid GEE 方法进行分析比较．

关键词: 广义估计方程, 二次推断函数, Hybrid GEE

Abstract: Generalised estimating equations method has been widely applied to longitudinal data analysis. The resulting estimators are consistent whether the true correlation matrix is specified or misspecified. However, when the working correlation matrix is far away from the true one, the efficiency will be low. In order to reduce the influence of the choice of working correlation matrices in terms of efficiency, quadratic inference functions method and hybrid generalised estimating equations method have been proposed. In this paper, several simulation studies are conducted to compare the hybrid generalised estimating equations method with the quadratic inference functions method.

Key words: generalised estimating equations, quadratic inference functions, Hybrid GEE

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