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ENH: GEE add use_t option for cov_params #8610

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josef-pkt opened this issue Jan 6, 2023 · 0 comments
Open

ENH: GEE add use_t option for cov_params #8610

josef-pkt opened this issue Jan 6, 2023 · 0 comments

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@josef-pkt
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GEE does not have use_t option, use_t = False is hardcoded in summary, no fit option

Monte Carlo comparison. they use both t and z/normal based tests and pvalues
t-test can be conservative with some of the bias corrections and small number of clusters

Also we might add more options for small sample adjusted, bias reduced cov_types
related to variants of cluster correlation robust sandwiches, CR3, ...

Li, Peng, and David T. Redden. “Small Sample Performance of Bias-Corrected Sandwich Estimators for Cluster-Randomized Trials with Binary Outcomes.” Statistics in Medicine 34, no. 2 (2015): 281–96. https://doi.org/10.1002/sim.6344

reference found in
Huang, Shuang, Mallorie H Fiero, and Melanie L Bell. “Generalized Estimating Equations in Cluster Randomized Trials with a Small Number of Clusters: Review of Practice and Simulation Study.” Clinical Trials 13, no. 4 (August 1, 2016): 445–49. https://doi.org/10.1177/1740774516643498.

also compares several small sample corrections

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