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多元离散和连续响应均值与协方差中参数的估计方程。

Estimating equations for parameters in means and covariances of multivariate discrete and continuous responses.

作者信息

Prentice R L, Zhao L P

机构信息

Division of Public Health Sciences, Fred Hutchinson Cancer Research Center, Seattle, Washington 98104.

出版信息

Biometrics. 1991 Sep;47(3):825-39.

PMID:1742441
Abstract

Generalized estimating equations are introduced in an ad hoc fashion for the covariance matrix of a multivariate response. These equations are to be solved jointly with score equations from a generalized linear model for mean parameters. A class of quadratic exponential models is used to develop joint estimating equations for mean and covariance parameters in a more systematic fashion, and proposals for the use of such equations are developed. Comments on the relative merits of the ad hoc and model-based approaches to estimation are given and a regression illustration with a bivariate response is provided.

摘要

广义估计方程是以一种临时的方式引入的,用于处理多元响应的协方差矩阵。这些方程将与广义线性模型中关于均值参数的得分方程联立求解。使用一类二次指数模型以更系统的方式开发均值和协方差参数的联合估计方程,并提出了使用此类方程的建议。对临时方法和基于模型的估计方法的相对优点进行了评论,并给出了一个具有二元响应的回归示例。

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