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Seminar on Wednesday, March 10, 2010

March 10, 2010 @ 3:00 pm - 4:00 pm

Modified weights based generalized quasilikelihood inferences

Full Title: Modified weights based generalized quasilikelihood inferences in incomplete longitudinal binary models
Speaker: Taslim S. Mallick, PhD
Department of Statistics, Biostatistics & Informatics
University of Dhaka, Bangladesh
Date/Time: Wednesday, March 10, 2010, 3:00 pm
Venue: ISRT Seminar Room

 

ABSTRACT

In an incomplete longitudinal set up, a small number of repeated responses subject to an appropriate missing mechanism along with a set of covariates are collected from a large number of independent individuals over a small period of time. In this set up, the regression effects of the covariates are routinely estimated by solving certain inverse weights based generalized estimating equations. These inverse weights are introduced to make the estimating equation unbiased so that a consistent estimate of the regression parameter vector may be obtained. In the existing studies, these weights are in general formulated conditional on the past responses. Since the past responses follow a correlation structure, the present study reveals that if the longitudinal data subject to missing mechanism are generated by accommodating the longitudinal correlation structure, the conditional weights based on past correlated responses may yield biased and hence inconsistent regression estimates. The biasness appears to get larger as the correlation increases. As a remedy, in this study we propose a modification to the formulation of the existing weights so that weights are not affected directly or indirectly by the correlations. We then exploit these modified weights to form a weighted generalized quasilikelihood estimating equation that yields unbiased and hence consistent estimates for the regression effects irrespective of the magnitude of correlation. The efficiencies of the regression estimates follow due to the use of the true correlation structure as a separate longitudinal weight matrix in the estimating equation.

Details

Date:
March 10, 2010
Time:
3:00 pm - 4:00 pm
Event Category:

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