Practical considerations of the jackknife estimator of variance for generalized estimating equations

Andreas Ziegler

doi:10.1007/bf02925276

Practical considerations of the jackknife estimator of variance for generalized estimating equations

Andreas Ziegler^*

^*Corresponding author for this work

Institute of Medical Biometry and Statistics

7 Citations (Scopus)

Abstract

Lipsitz, Dear and Zhao (1994) proposed a "one-step" Jackknife estimator of the variance based on Wu's (1986) jackknife and showed its asymptotic equivalence to the robust variance estimator of White (1982) and Liang and Zeger (1986). In this paper an asymptotically equivalent estimator is proposed which avoids the Newton-Raphson or Fisher scoring step of the estimator proposed by Lipsitz, Dear and Zhao. Hence, summation in univariate models can be avoided.

Original language	English
Journal	Statistical Papers
Volume	38
Issue number	3
Pages (from-to)	363-369
Number of pages	7
ISSN	0932-5026
DOIs	https://doi.org/10.1007/bf02925276
Publication status	Published - 09.1997

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10.1007/bf02925276

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N2 - Lipsitz, Dear and Zhao (1994) proposed a "one-step" Jackknife estimator of the variance based on Wu's (1986) jackknife and showed its asymptotic equivalence to the robust variance estimator of White (1982) and Liang and Zeger (1986). In this paper an asymptotically equivalent estimator is proposed which avoids the Newton-Raphson or Fisher scoring step of the estimator proposed by Lipsitz, Dear and Zhao. Hence, summation in univariate models can be avoided.

AB - Lipsitz, Dear and Zhao (1994) proposed a "one-step" Jackknife estimator of the variance based on Wu's (1986) jackknife and showed its asymptotic equivalence to the robust variance estimator of White (1982) and Liang and Zeger (1986). In this paper an asymptotically equivalent estimator is proposed which avoids the Newton-Raphson or Fisher scoring step of the estimator proposed by Lipsitz, Dear and Zhao. Hence, summation in univariate models can be avoided.

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U2 - 10.1007/bf02925276

DO - 10.1007/bf02925276

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VL - 38

SP - 363

EP - 369

JO - Statistical Papers

JF - Statistical Papers

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Practical considerations of the jackknife estimator of variance for generalized estimating equations

Abstract

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