Generalized Estimating Equations

Dekorationsartikel gehören nicht zum Leistungsumfang.

Sprache: Englisch

137,95 €

inkl. MwSt.

Versandkostenfrei per Post / DHL

Lieferzeit 1-2 Wochen

Kategorien:

Beschreibung

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.

Über den Autor

After studying statistics and mathematics at the University of Munich, Andreas Ziegler obtained his doctoral degree from the University of Dortmund (Germany) for his thesis on methodological developments on generalized estimating equations. In the past 15 years, he has authored or co-authored more than 300 journal articles and 6 books. He has received several awards for his methodological developments and collaborative studies in clinical trials and genetic epidemiology. Andreas Ziegler is professor and head of the Institute of Medical Biometry and Statistics at the University of Lübeck (Germany).

Zusammenfassung

Generalized estimating equations have become increasingly popular in biometrical, econometrical, and psychometrical applications

In this book, they are derived in a unified way using pseudo maximum likelihood estimation and the generalized method of moments

References to the relevant literature discussing technical details are provided for the interested reader

Includes supplementary material: [...]

Inhaltsverzeichnis

The linear exponential family.- The quadratic exponential family.- Generalized linear models.- Maximum likelihood method.- Quasi maximum likelihood method.- Pseudo maximum likelihood method based on the linear exponential family.- Quasi generalized pseudo maximum likelihood method based on the linear exponential family.- Algorithms for solving the generalized estimating equations and the relation to the jack-knife estimator of variance.- Pseudo maximum likelihood estimation based on the quadratic exponential family.- Generalized method of moment estimation.

Details

Erscheinungsjahr:	2011
Fachbereich:	Wahrscheinlichkeitstheorie
Genre:	Importe , Mathematik
Rubrik:	Naturwissenschaften & Technik
Medium:	Taschenbuch
Reihe:	Lecture Notes in Statistics
Inhalt:	xv 144 S.
ISBN-13:	9781461404989
ISBN-10:	1461404983
Sprache:	Englisch
Herstellernummer:	11757467
Einband:	Kartoniert / Broschiert
Autor:	Ziegler, Andreas
Hersteller:	Springer Springer US, New York, N.Y. Lecture Notes in Statistics
Verantwortliche Person für die EU:	Springer Verlag GmbH, Tiergartenstr. 17, D-69121 Heidelberg, juergen.hartmann@springer.com
Maße:	235 x 155 x 9 mm
Von/Mit:	Andreas Ziegler
Erscheinungsdatum:	21.06.2011
Gewicht:	0,254 kg