当样本容量和聚类容量较大时，$C_p$类型准则在GEE模型选择中的渐近偏差

Pub Date : 2020-07-01 DOI:10.32917/hmj/1595901629

Tomoharu Sato

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摘要

摘要。本文研究了广义估计方程(GEE)方法在样本和聚类较大时模型选择的C - p型准则的渐近偏差。给出了GEE估计量的渐近性质和模型选择准则。然后，我们给出了PMSEG渐近偏差的阶数(预测均方根误差)。

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Asymptotic bias of $C_p$ type criterion for model selection in the GEE when the sample size and the cluster sizes are large

A bstract . In this paper, we evaluate the asymptotic bias of C p type criterion for model selection in the GEE (generalized estimating equation) method when the sample and cluster sizes are large. We present the asymptotic properties of GEE estimator and the model selection criterion. Then, we present the order of the asymptotic bias of PMSEG (the prediction mean squared error in the GEE).

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