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Generalized Estimating Equations. 一般化推定方程式
・ISBN 978-1-4614-0498-9 soft EUR 149.99
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| 著者・編者 | Ziegler, Andreas, |
|---|---|
| シリーズ | Lecture Notes in Statistics |
| 出版社 | (Springer, US) |
| 出版年月 | 2011 |
| ページ数 | xx, 144 pp. |
| 言語 | ENG |
| ニュース番号 | ＜587-310＞ |
解説
Generalized estimating equations have become increasingly popular in biometrical, econometrical, and psychometrical applications because they overcome the classical assumptions of statistics, i.e. independence and normality, which are too restrictive for many problems.
Therefore, the main goal of this book is to give a systematic presentation of the original generalized estimating equations (GEE) and some of its further developments. Subsequently, the emphasis is put on the unification of various GEE approaches. This is done by the use of two different estimation techniques, the pseudo maximum likelihood (PML) method and the generalized method of moments (GMM).
The author details the statistical foundation of the GEE approach using more general estimation techniques. The book could therefore be used as basis for a course to graduate students in statistics, biostatistics, or econometrics, and will be useful to practitioners in the same fields.