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Quasi-least squares with mixed linear correlation structures

机译:具有混合线性相关结构的拟最小二乘

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Quasi-least squares (QLS) is a two-stage computational approach for estimation of the correlation parameters in the framework of generalized estimating equations. We prove two general results for the class of mixed linear correlation structures: namely, that the stage one QLS estimate of the correlation parameter always exists and is feasible (yields a positive definite estimated correlation matrix) for any correlation structure, while the stage two estimator exists and is unique (and therefore consistent) with probability one, for the class of mixed linear correlation structures. Our general results justify the implementation of QLS for particular members of the class of mixed linear correlation structures that are appropriate for analysis of data from families that may vary in size and composition. We describe the familial structures and implement them in an analysis of optical spherical values in the Old Order Amish (OOA). For the OOA analysis, we show that we would suffer a substantial loss in efficiency, if the familial structures were the true structures, but were misspecified as simpler approximate structures. To help bridge the interface between Statistics and Medicine, we also provide R software so that medical researchers can implement the familial structures in a QLS analysis of their own data.
机译:拟最小二乘(QLS)是在广义估计方程框架内估计相关参数的两阶段计算方法。我们证明了混合线性相关结构类别的两个一般结果:即,相关参数的第一阶段QLS估计始终存在并且对于任何相关结构都是可行的(产生正定估计相关矩阵),而第二阶段估计器对于混合线性相关结构的一类,存在并且具有唯一性(因此与概率一一致)。我们的总体结果证明了对混合线性相关结构类的特定成员实施QLS的合理性,这些结构适合分析大小和组成可能不同的族的数据。我们描述了家族结构,并在旧秩序阿米什人(OOA)中对光学球面值进行了分析。对于OOA分析,我们表明,如果家族结构是真实的结构,但被误认为是更简单的近似结构,则效率将遭受重大损失。为了帮助统计和医学之间架起桥梁,我们还提供了R软件,以便医学研究人员可以在对自己数据的QLS分析中实现家族结构。

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