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Quasi-Least Squares Regression (Hardcover)
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Quasi-Least Squares Regression (Hardcover)
Series: Chapman & Hall/CRC Monographs on Statistics and Applied Probability
Expected to ship within 12 - 17 working days
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Drawing on the authors' substantial expertise in modeling
longitudinal and clustered data, Quasi-Least Squares Regression
provides a thorough treatment of quasi-least squares (QLS)
regression-a computational approach for the estimation of
correlation parameters within the framework of generalized
estimating equations (GEEs). The authors present a detailed
evaluation of QLS methodology, demonstrating the advantages of QLS
in comparison with alternative methods. They describe how QLS can
be used to extend the application of the traditional GEE approach
to the analysis of unequally spaced longitudinal data, familial
data, and data with multiple sources of correlation. In some
settings, QLS also allows for improved analysis with an
unstructured correlation matrix. Special focus is given to
goodness-of-fit analysis as well as new strategies for selecting
the appropriate working correlation structure for QLS and GEE. A
chapter on longitudinal binary data tackles recent issues raised in
the statistical literature regarding the appropriateness of
semi-parametric methods, such as GEE and QLS, for the analysis of
binary data; this chapter includes a comparison with the
first-order Markov maximum-likelihood (MARK1ML) approach for binary
data. Examples throughout the book demonstrate each topic of
discussion. In particular, a fully worked out example leads readers
from model building and interpretation to the planning stages for a
future study (including sample size calculations). The code
provided enables readers to replicate many of the examples in
Stata, often with corresponding R, SAS, or MATLAB (R) code offered
in the text or on the book's website.
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