Computations for the familial analysis of binary traits

For familial aggregation of a binary trait, one method that has been used is the GEE2 (generalized estimating equation) method corresponding to a multivariate logit model. We solve the complex estimating equations for the GEE2 method using an automatic differentiation software which computes the der...

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Veröffentlicht in:Computational statistics 2005-09, Vol.20 (3), p.439-448
Hauptverfasser: Joe, Harry, Mahbub-ul Latif, A. H. M.
Format: Artikel
Sprache:eng
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Zusammenfassung:For familial aggregation of a binary trait, one method that has been used is the GEE2 (generalized estimating equation) method corresponding to a multivariate logit model. We solve the complex estimating equations for the GEE2 method using an automatic differentiation software which computes the derivatives of a function numerically using the chain rule of the calculus repeatedly on the elementary operations of the function. Based on this, we are able to show in a simulation study that the GEE2 estimates are quite close to the maximum likelihood estimates assuming a multivariate logit model, and that the GEE2 method is computationally faster when the dimension or family size is larger than four.[PUBLICATION ABSTRACT]
ISSN:0943-4062
1613-9658
DOI:10.1007/BF02741307