Generalized Estimating Equations

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A01=James W. Hardin
A01=Joseph M. Hilbe
advanced biostatistics
Ancillary Parameters
Association Parameters
Author_James W. Hardin
Author_Joseph M. Hilbe
C1 C2 C3 C4 C5
canonical
Category=PBT
competing hierarchical models
Correlation Matrix
Correlation Structure
dispersion
eq_isMigrated=1
eq_isMigrated=2
eq_nobargain
Estimated Correlation Matrix
Estimating Equation
Exchangeable Correlation
extension to the QIC measure
FIML Model
GAMLSS Package
Gaussian Avg
GEE marginal effects
Gee Model
GEE models
Gee Population Average Model Number
GEE2 Model
Generalized Estimating Equations
hypothesis testing and diagnostics
IRLS Algorithm
link
longitudinal and panel models
longitudinal data analysis
marginal
Missing Data
model
model selection procedures
multivariate regression methods
OLS Regression
panel data statistical inference
Panel Identifier
parameter
Pearson Residuals
poisson
Population Averaged Model
quasi-least squares regression
R and SAS code examples
regression
repeated measures statistics
Sandwich Estimate
specific
statistical modeling techniques
subject
Time Vars
Wald Chi2
Working Correlation Matrix

Product details

  • ISBN 9781439881132
  • Weight: 521g
  • Dimensions: 156 x 234mm
  • Publication Date: 10 Dec 2012
  • Publisher: Taylor & Francis Inc
  • Publication City/Country: US
  • Product Form: Hardback
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Generalized Estimating Equations, Second Edition updates the best-selling previous edition, which has been the standard text on the subject since it was published a decade ago. Combining theory and application, the text provides readers with a comprehensive discussion of GEE and related models. Numerous examples are employed throughout the text, along with the software code used to create, run, and evaluate the models being examined. Stata is used as the primary software for running and displaying modeling output; associated R code is also given to allow R users to replicate Stata examples. Specific examples of SAS usage are provided in the final chapter as well as on the book’s website.

This second edition incorporates comments and suggestions from a variety of sources, including the Statistics.com course on longitudinal and panel models taught by the authors. Other enhancements include an examination of GEE marginal effects; a more thorough presentation of hypothesis testing and diagnostics, covering competing hierarchical models; and a more detailed examination of previously discussed subjects.

Along with doubling the number of end-of-chapter exercises, this edition expands discussion of various models associated with GEE, such as penalized GEE, cumulative and multinomial GEE, survey GEE, and quasi-least squares regression. It also offers a thoroughly new presentation of model selection procedures, including the introduction of an extension to the QIC measure that is applicable for choosing among working correlation structures.

See Professor Hilbe discuss the book.

James W. Hardin is the Division Director of Biostatistics and an associate professor in the Department of Epidemiology and Biostatistics at the University of South Carolina. He is also an affiliated faculty in the Institute for Families in Society. Professor Hardin was the initial author of Stata’s xtgee command and has authored numerous articles and software applications related to GEE and associated models. Professor Hilbe and he have authored three editions of the popular Generalized Linear Models and Extensions and co-authored Stata’s current glm command. He has also co-authored (with P. Good) four editions of the well-accepted Common Errors in Statistics (and How to Avoid Them).

Joseph M. Hilbe is a Solar System Ambassador with the Jet Propulsion Laboratory, an adjunct professor of statistics at Arizona State University, and an Emeritus Professor at the University of Hawaii. An elected fellow of the American Statistical Association and elected member of the International Statistical Institute (ISI), Professor Hilbe is president of the International Astrostatistics Association as well as chair of the ISI Sports Statistics and Astrostatistics committees. He has authored two editions of the bestseller Negative Binomial Regression, Logistic Regression Models, and Astrostatistical Challenges for the New Astronomy. He has also co-authored Methods of Statistical Model Estimation (with A. Robinson), Quasi-Least Squares Regression (with J. Shults), and R for Stata Users (with R. Muenchen).

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