Small Sample Characteristics of Generalized Estimating Equations for Categorical Repeated Measurements

2002 ◽  
Vol 15 (2) ◽  
pp. 297-310 ◽  
Stats ◽  
2021 ◽  
Vol 4 (3) ◽  
pp. 650-664
Author(s):  
Paul Rogers ◽  
Julie Stoner

Longitudinal data is encountered frequently in many healthcare research areas to include the critical care environment. Repeated measures from the same subject are expected to correlate with each other. Models with binary outcomes are commonly used in this setting. Regression models for correlated binary outcomes are frequently fit using generalized estimating equations (GEE). The Liang and Zeger sandwich estimator is often used in GEE to produce unbiased standard error estimation for regression coefficients in large sample settings, even when the covariance structure is misspecified. The sandwich estimator performs optimally in balanced designs when the number of participants is large with few repeated measurements. The sandwich estimator’s asymptotic properties do not hold in small sample and rare-event settings. Under these conditions, the sandwich estimator underestimates the variances and is biased downwards. Here, the performance of a modified sandwich estimator is compared to the traditional Liang-Zeger estimator and alternative forms proposed by authors Morel, Pan, and Mancl-DeRouen. Each estimator’s performance was assessed with 95% coverage probabilities for the regression coefficients using simulated data under various combinations of sample sizes and outcome prevalence values with independence and autoregressive correlation structures. This research was motivated by investigations involving rare-event outcomes in intensive care unit settings.


2021 ◽  
Vol 19 (1) ◽  
pp. 2-25
Author(s):  
Seongah Im

This study examined performance of the beta-binomial model in comparison with GEE using clustered binary responses resulting in non-normal outcomes. Monte Carlo simulations were performed under varying intracluster correlations and sample sizes. The results showed that the beta-binomial model performed better for small sample, while GEE performed well under large sample.


2017 ◽  
Vol 51 (1) ◽  
pp. 79-100
Author(s):  
JESSE YENCHIH HSU ◽  
ABDUS S. WAHED

Two-stage longitudinal studies are common in the treatment of mental diseases, such as chronic forms of major depressive disorders. Outcomes in such studies often consist of repeated measurements of scores, such as the 24-item Hamilton Rating Scale for Depression, throughout the duration of therapy. Two issues that make the analysis of data from such two-stage studies different from standard longitudinal data are: (1) the randomization in the second stage for patients who fail to respond in the first stage; and (2) the drop-out of patients which sometimes occurs before the second stage. In this article, we show how the weighted generalized estimating equations can be used to draw inference for treatment regimes from two-stage studies. Specifically, we show how to construct weights and use them in the generalized estimating equations to derive consistent estimators of regime effects, and compare them. Large-sample properties of the proposed estimators are derived analytically, and examined through simulations. We demonstrate our methods by applying them to a depression data set.


2005 ◽  
Vol 24 (22) ◽  
pp. 3479-3495 ◽  
Author(s):  
Xu Guo ◽  
Wei Pan ◽  
John E. Connett ◽  
Peter J. Hannan ◽  
Simone A. French

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