Parameter estimation in generalized linear models for dependent data

Kód výsledku v IS VaVaI

<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F68407700%3A21340%2F14%3A00222917" target="_blank" >RIV/68407700:21340/14:00222917 - isvavai.cz</a>

Výsledek na webu

—

DOI - Digital Object Identifier

—

Jazyk výsledku

angličtina

Název v původním jazyce

Parameter estimation in generalized linear models for dependent data

Popis výsledku v původním jazyce

Generalized linear models represent a class of various statistical models such as linear regression, ANOVA, logistic regression and Poisson regression. These models are widely used in statistical applications and usually assume uncorrelated data. On thecontrary, in longitudinal studies, for example, correlation between observations is encountered. In this case, the method called generalized estimating equations (GEE) can be employed to estimate the parameters of the model. This method gives consistentestimates of the regression parameters of the studied model under mild assumptions about the time dependence. Let b_G denote the estimate computed with GEE considering any given correlation structure and let b_I be the estimate calculated with the Fisherscoring algorithm under the assumption of independence. The issue of efficiency of b_G compared to b_I will be discussed as well as the question of whether it is worth to use the GEE method instead of methods assuming independence regard

Název v anglickém jazyce

Parameter estimation in generalized linear models for dependent data

Popis výsledku anglicky

Generalized linear models represent a class of various statistical models such as linear regression, ANOVA, logistic regression and Poisson regression. These models are widely used in statistical applications and usually assume uncorrelated data. On thecontrary, in longitudinal studies, for example, correlation between observations is encountered. In this case, the method called generalized estimating equations (GEE) can be employed to estimate the parameters of the model. This method gives consistentestimates of the regression parameters of the studied model under mild assumptions about the time dependence. Let b_G denote the estimate computed with GEE considering any given correlation structure and let b_I be the estimate calculated with the Fisherscoring algorithm under the assumption of independence. The issue of efficiency of b_G compared to b_I will be discussed as well as the question of whether it is worth to use the GEE method instead of methods assuming independence regard

Druh

D - Stať ve sborníku

CEP obor

BB - Aplikovaná statistika, operační výzkum

OECD FORD obor

—

Projekt

—

Návaznosti

S - Specificky vyzkum na vysokych skolach

Rok uplatnění

2014

Kód důvěrnosti údajů

S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Název statě ve sborníku

Proceedings of Stochastic and Physical Monitoring Systems 2014

ISBN

978-80-01-05616-5

ISSN

—

e-ISSN

—

Počet stran výsledku

10

Strana od-do

7-16

Název nakladatele

ČVUT v Praze

Místo vydání

Praha

Místo konání akce

Malá Skála

Datum konání akce

23. 6. 2014

Typ akce podle státní příslušnosti

EUR - Evropská akce

Kód UT WoS článku

—