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International Conference on Statistics, Combinatorics and Related Areas and the Eighth International Conference of Forum for Interdisciplinary Mathematics
December 19-21, 2001
School of Mathematics and Applied Statistics, University of Wollongong
Wollongong, NSW, Australia

Organizers
Satya N. Mishra (University of South Alabama), Chandra M. Gulati (University of Wollongong)

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Some Efficiency Comparisons in QLE, GEE, and OLSE and BLUE
by
S. Liu
School of Mathematical Sciences, Australian National University
Coauthors: C. C. Heyde (Australian National University and Columbia University)

We make efficiency comparisons in estimation in the general regression model in three cases, one involving quasi-likelihood estimation and the other two generalized estimating equations. This is done by introducing some comparison measures and examining their upper bounds. We also present a numerical example. In addition, we use the same approach to make further comparisons between an ordinary least squares estimator and the best linear unbiased estimator for an error component model.

Date received: November 12, 2001

Copyright © 2001 by the author(s). The author(s) of this document and the organizers of the conference have granted their consent to include this abstract in Atlas Conferences Inc. Document # caid-76.