Volume 36, Issue 22
Letter to the Editor

Comment on ‘Small sample GEE estimation of regression parameters for longitudinal data’

N. Lunardon

Corresponding Author

E-mail address: nicola.lunardon@unimib.it

Department of Economics, Quantitative Methods and Business Strategy, University of Milano‐Bicocca, Milan, Italy

Correspondence to: Nicola Lunardon, Department of Economics, Quantitative Methods and Business Strategy, University of Milano‐Bicocca, Piazza Ateneo Nuovo, 1 – 20126 Milano, Italy.

E‐mail: nicola.lunardon@unimib.it

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D. Scharfstein

Department of Biostatistics, Johns Hopkins Bloomberg School of Public Health, Baltimore, MD, U.S.A.

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First published: 04 September 2017
Citations: 2

Abstract

In longitudinal studies, the generalized estimating equation (GEE) estimator of the parameters of a marginal model is known to be consistent even if the working intra‐subject covariance matrix is incorrectly specified. Recently, a small sample correction for the bias of the GEE estimator has been proposed. We show that this correction formula relies on the correct specification of the working intra‐subject covariance matrix. We provide a revised formula that is valid under misspecification and develop the R package ‘BCgee’ to ease the practical use of the formula. Copyright © 2017 John Wiley & Sons, Ltd.

Number of times cited according to CrossRef: 2

  • Sleep and sleepiness in shift-working tram drivers, Applied Ergonomics, 10.1016/j.apergo.2020.103153, 88, (103153), (2020).
  • Effectiveness and Tolerability of Repeated Courses of Viscosupplementation in Symptomatic Hip Osteoarthritis: A Retrospective Observational Cohort Study of High Molecular Weight vs. Medium Molecular Weight Hyaluronic Acid vs. No Viscosupplementation, Frontiers in Pharmacology, 10.3389/fphar.2019.01007, 10, (2019).

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