Quasi-Least Squares Regression

Justine Shults,Joseph M. Hilbe (California Institute of Technology, Pasadena, and Arizona State University, Tempe, USA)

Quasi-Least Squares Regression
Format
Hardback
Publisher
Taylor & Francis Ltd
Country
United States
Published
28 January 2014
Pages
221
ISBN
9781420099935

Quasi-Least Squares Regression

Justine Shults,Joseph M. Hilbe (California Institute of Technology, Pasadena, and Arizona State University, Tempe, USA)

Drawing on the authors’ substantial expertise in modeling longitudinal and clustered data, this book presents a comprehensive treatment of quasi-least squares (QLS) regression–a computational approach for the estimation of correlation parameters within the framework of generalized estimating equations (GEE). The authors present an overview and detailed evaluation of QLS methodology, demonstrating the advantages of QLS in comparison with alternative methods. A fully worked out example is provided that leads readers from the planning stages of a study, including sample size considerations, through model construction and interpretation. Special focus is given to goodness-of-fit analysis and strategies on selecting the appropriate working correlation structure. The text includes additional examples throughout to demonstrate each topic of discussion and uses Stata for the majority of examples, along with corresponding R, SAS, and MATLAB® code.

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