Practical considerations of the jackknife estimator of variance for generalized estimating equations

Statistische Hefte - 1997
Andreas Ziegler1
1Institute of Medical Biometry, Philipps University of Marburg, Marburg, Germany

Tóm tắt

Lipsitz, Dear and Zhao (1994) proposed a “one-step” Jackknife estimator of the variance based on Wu's (1986) jackknife and showed its asymptotic equivalence to the robust variance estimator of White (1982) and Liang and Zeger (1986). In this paper an asymptotically equivalent estimator is proposed which avoids the Newton-Raphson or Fisher scoring step of the estimator proposed by Lipsitz, Dear and Zhao. Hence, summation in univariate models can be avoided.

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Tài liệu tham khảo

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