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Fisher consistency of GEE models under link misspecification

✍ Scribed by Chongsun Park; Sanford Weisberg

Publisher: Elsevier Science
Year: 1998
Tongue: English
Weight: 337 KB
Volume: 27
Category: Article
ISSN: 0167-9473
DOI: 10.1016/s0167-9473(98)00004-8

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✦ Synopsis

Liang and Zeger (1986)

introduced generalized estimating equation or GEE models as a way of using the ideas of generalized linear models when repeated measures are available on subjects or clusters of subjects, but normality of the response may not be appropriate. They have shown that consistent estimates of regression coefficients are obtained even if the within cluster or subject correlation is misspecified. In this article we show that under certain common circumstances, Fisher consistent estimates of regression coefficients will be obtained even if the link function in the generalized linear model is misspecified. (~) 1998 Elsevier Science B.V. All rights reserved.

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