On the Use of a Working Correlation Matrix in Using Generalised Linear Models for Repeated Measures
本文探讨了Liang和Zeger(1986)提出的在重复测量数据中使用工作相关矩阵的方法,指出在某些情况下该矩阵参数定义的不确定性可能导致估计量渐近性质失效。
In a seminal paper Liang & Zeger (1986) extended the use of generalised linear models to repeated measures data. They based the analysis on specifications for the means and variances of the observations, as usual for generalised linear models, but showed how specifications for the correlations between measurements made on the same unit could be avoided by using a ‘working’ correlation matrix. In some cases the parameters involved in this matrix are subject to an uncertainty of definition which can lead to a breakdown of the asymptotic properties of the estimators.