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- Title
Parameter Orthogonality and Bias Adjustment for Estimating Functions.
- Authors
Jørgensen, Bent; Knudsen, Sven Jesper
- Abstract
We consider an extended notion of parameter orthogonality for estimating functions, called nuisance parameter insensitivity, which allows a unified treatment of nuisance parameters for a wide range of methods, including Liang and Zeger's generalized estimating equations. Nuisance parameter insensitivity has several important properties in common with conventional parameter orthogonality, such as the nuisance parameter causing no loss of efficiency for estimating the interest parameter, and a simplified estimation algorithm. We also consider bias adjustment for profile estimating functions, and apply the results to restricted maximum likelihood estimation of dispersion parameters in generalized estimating equations.
- Subjects
ORTHOGONALIZATION; ESTIMATION theory; MATHEMATICAL functions; NUMERICAL analysis; MATHEMATICS; STATISTICS
- Publication
Scandinavian Journal of Statistics, 2004, Vol 31, Issue 1, p93
- ISSN
0303-6898
- Publication type
Article
- DOI
10.1111/j.1467-9469.2004.00375.x