Jackknife estimators of variance for parameter estimates from estimating equations with applications to clustered survival data.

@article{Lipsitz1994JackknifeEO,
  title={Jackknife estimators of variance for parameter estimates from estimating equations with applications to clustered survival data.},
  author={Stuart R. Lipsitz and Keith B G Dear and Liu Zhao},
  journal={Biometrics},
  year={1994},
  volume={50 3},
  pages={842-6}
}
An estimate of a parameter vector beta is often obtained by setting a "score" vector equal to zero and solving for beta. Estimating equations of this type include maximum likelihood, quasi-likelihood (McCullagh, 1983, Annals of Statistics 11, 59-67), and generalized estimating equations (Liang and Zeger, 1986, Biometrika 73, 13-22). White (1982, Econometrica 50, 1-26) proposed a variance estimator for beta that is robust to model misspecification. We show that a "one-step" jackknife estimator… CONTINUE READING

From This Paper

Topics from this paper.
22 Citations
0 References
Similar Papers

Citations

Publications citing this paper.
Showing 1-10 of 22 extracted citations

Similar Papers

Loading similar papers…