012. Generalized Estimating Equations: Estimating parameters from Marginal Models
Dr. Dylan Spicker
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012. Generalized Estimating Equations: Estimating parameters from Marginal Models
4 250 просмотров · 4 года назад
Dr. Dylan Spicker
1,75 тыс. подписчиков
4 250 просмотров · 4 года назад
This video contains a discussion of how we can estimate the parameter values (as well as test hypothesis, build confidence intervals, etc.) using the process of GEE. This follows from M-estimation, and we understandably get a lot "for free". With this, we can now implement any marginal model, supposing that we can determine how to fit it in practice.
Video Timeline:
00:00 - Introduction
01:24 - Recall GLMMs
03:52 - Deriving M-Estimators for GLMMs
08:18 - Generalized Estimating Equations (GEEs)
12:32 - Asymptotic Inference and Hypothesis Testing
21:44 - Tangent on Working Correlation
23:42 - Parameter Interpretation
26:00 - Time-Varying Covariates