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Quasi-least squares regression / Justine Shults and Joseph M. Hilbe.

By: Contributor(s): Material type: TextTextSeries: Monographs on statistics and applied probability ; 132Publication details: Boca Raton : CRC Press, c2014.Description: xvii, 203 p. : illustrations ; 25 cmISBN:
  • 9781420099935 (hardcover : alk. paper)
Other title:
  • Quasi least squares regression
Subject(s): DDC classification:
  • 000SA.067 23 Sh562
Contents:
Part I: Introduction; 1: Introduction; 2: Review of Generalized Linear Models and Generalized Estimating Equations; Part II: Quasi-Least Squares Theory and Applications; 3. History and Theory of Quasi-Least Squares Regression; 4. Mixed Linear Structures and Familial Data; 5. Correlation Structures for Clustered and Longitudinal Data; 6. Analysis of Data with Multiple Sources of Correlation; 7. Correlated Binary Data; 8. Assessing Goodness of Fit and Choice of Correlation Structure for QLS and GE; 9. Sample Size and Demonstration; Bibliography; Index.
Summary: Drawing on the authors' substantial expertise in modeling longitudinal and clustered data, Quasi-Least Squares Regression provides a thorough treatment of quasi-least squares (QLS) regression-a computational approach for the estimation of correlation parameters within the framework of generalized estimating equations (GEEs). The authors present a detailed evaluation of QLS methodology, demonstrating the advantages of QLS in comparison with alternative methods.
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Includes bibliographical references (pages 191-200) and index.

Part I: Introduction;
1: Introduction;
2: Review of Generalized Linear Models and Generalized Estimating Equations;

Part II: Quasi-Least Squares Theory and Applications;
3. History and Theory of Quasi-Least Squares Regression;
4. Mixed Linear Structures and Familial Data;
5. Correlation Structures for Clustered and Longitudinal Data;
6. Analysis of Data with Multiple Sources of Correlation;
7. Correlated Binary Data;
8. Assessing Goodness of Fit and Choice of Correlation Structure for QLS and GE;
9. Sample Size and Demonstration;
Bibliography;
Index.

Drawing on the authors' substantial expertise in modeling longitudinal and clustered data, Quasi-Least Squares Regression provides a thorough treatment of quasi-least squares (QLS) regression-a computational approach for the estimation of correlation parameters within the framework of generalized estimating equations (GEEs). The authors present a detailed evaluation of QLS methodology, demonstrating the advantages of QLS in comparison with alternative methods.

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