Use of Pseudo-Likelihood Estimation in Taylor's Power Law with Correlated Responses

- Journal title : Communications for Statistical Applications and Methods
- Volume 15, Issue 6, 2008, pp.993-1002
- Publisher : The Korean Statistical Society
- DOI : 10.5351/CKSS.2008.15.6.993

Title & Authors

Use of Pseudo-Likelihood Estimation in Taylor's Power Law with Correlated Responses

Park, Bum-Hee; Park, Heung-Sun;

Park, Bum-Hee; Park, Heung-Sun;

Abstract

Correlated responses have been widely analyzed since Liang and Zeger (1986) introduced the famous Generalized Estimating Equations(GEE). However, their variance functions were restricted to known quantifies multiplied by scale parameter. In so many industries and academic/research fields, power-of-the-mean variance function is one of the common variance function. We suggest GEE-type pseudolikelihood estimation based on the power-of-the-mean variance using existing software and investigate it's efficiency for different working correlation matrices.

Keywords

Generalized estimating equations; GEE;power-of-the-mean;Taylor's power law;linear mixed model;

Language

English

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