IDEAS home Printed from https://ideas.repec.org/a/eee/stapro/v55y2001i1p53-61.html
   My bibliography  Save this article

On the efficiency of extended generalized estimating equation approaches

Author

Listed:
  • Sutradhar, Brajendra C.
  • Kumar, Pranesh

Abstract

On top of the generalized estimating equation (GEE) approach, there exist two extended generalized estimating equation (EGEE) approaches where two sets of estimating equations are simultaneously solved for the estimation of the regression and the so-called 'working' correlation parameters. The loss of efficiency of the GEE approach based regression estimators was recently studied by Sutradhar and Das (Biometrika 86 (1999) 459). In this paper, we study the efficiency loss problem for the two EGEE approaches by utilizing the approach of Sutradhar and Das.

Suggested Citation

  • Sutradhar, Brajendra C. & Kumar, Pranesh, 2001. "On the efficiency of extended generalized estimating equation approaches," Statistics & Probability Letters, Elsevier, vol. 55(1), pages 53-61, November.
    • Handle: RePEc:eee:stapro:v:55:y:2001:i:1:p:53-61
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/S0167-7152(01)00127-4
    Download Restriction: Full text for ScienceDirect subscribers only
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. Tanaka, Katsuto & Satchell, S.E., 1989. "Asymptotic Properties of the Maximum-Likelihood and Nonlinear Least-Squares Estimators for Noninvertible Moving Average Models," Econometric Theory, Cambridge University Press, vol. 5(3), pages 333-353, December.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Zhang, Qiang & Ip, Edward H. & Pan, Junhao & Plemmons, Robert, 2017. "Individual-specific, sparse inverse covariance estimation in generalized estimating equations," Statistics & Probability Letters, Elsevier, vol. 122(C), pages 96-103.

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. McKenzie, Michael & Satchell, Stephen & Wongwachara, Warapong, 2012. "Nonlinearity and smoothing in venture capital performance data," Journal of Empirical Finance, Elsevier, vol. 19(5), pages 782-795.
    2. Luukkonen, Ritva & Saikkonen, Pentti, 1996. "Power of the Lagrange multiplier test for testing an autoregressive unit root," Economics Letters, Elsevier, vol. 51(1), pages 27-35, April.
    3. Ole E. Barndorff-Nielsen & Peter Reinhard Hansen & Asger Lunde & Neil Shephard, 2004. "Regular and Modified Kernel-Based Estimators of Integrated Variance: The Case with Independent Noise," OFRC Working Papers Series 2004fe20, Oxford Financial Research Centre.
    4. Vougas, Dimitrios V., 2008. "New exact ML estimation and inference for a Gaussian MA(1) process," Economics Letters, Elsevier, vol. 99(1), pages 172-176, April.
    5. Kim, Chang-Jin & Kim, Jaeho, 2013. "The `Pile-up Problem' in Trend-Cycle Decomposition of Real GDP: Classical and Bayesian Perspectives," MPRA Paper 51118, University Library of Munich, Germany.
    6. Davis, Richard A. & Mikosch, Thomas, 1998. "Gaussian likelihood-based inference for non-invertible MA(1) processes with SS noise," Stochastic Processes and their Applications, Elsevier, vol. 77(1), pages 99-122, September.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:stapro:v:55:y:2001:i:1:p:53-61. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/wps/find/journaldescription.cws_home/622892/description#description .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.