volume 21, issue 10, P1429-1441 2002
DOI: 10.1002/sim.1142
View full text
|
|
Share

Abstract: The generalized estimating equation (GEE) approach is widely used in regression analyses with correlated response data. Under mild conditions, the resulting regression coefficient estimator is consistent and asymptotically normal with its variance being consistently estimated by the so-called sandwich estimator. Statistical inference is thus accomplished by using the asymptotic Wald chi-squared test. However, it has been noted in the literature that for small samples the sandwich estimator may not perform well…

expand abstract