Title of article
A comparison of efficiencies between quasi-likelihood and pseudo-likelihood estimates in non-separable spatial–temporal binary data
Author/Authors
Lin، نويسنده , , Pei-Sheng and Lee، نويسنده , , Hui-Yun and Clayton، نويسنده , , Murray، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2009
Pages
9
From page
3310
To page
3318
Abstract
The goal of this paper is to compare the performance of two estimation approaches, the quasi-likelihood estimating equation and the pseudo-likelihood equation, against model mis-specification for non-separable binary data. This comparison, to the authors’ knowledge, has not been done yet. In this paper, we first extend the quasi-likelihood work on spatial data to non-separable binary data. Some asymptotic properties of the quasi-likelihood estimate are also briefly discussed. We then use the techniques of a truncated Gaussian random field with a quasi-likelihood type model and a Gibbs sampler with a conditional model in the Markov random field to generate spatial–temporal binary data, respectively. For each simulated data set, both of the estimation methods are used to estimate parameters. Some discussion about the simulation results are also included.
Keywords
Quasi-likelihood estimate , Spatial–temporal data , Estimating equation , Markov random field , Pseudo-likelihood function
Journal title
Journal of Statistical Planning and Inference
Serial Year
2009
Journal title
Journal of Statistical Planning and Inference
Record number
2220233
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