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Quasi-Least Squares Regression
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) regressiona 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. They describe how QLS can be used to extend the application of the traditional GEE approach to the analysis of unequally spaced longitudinal data, familial data, and data with multiple sources of correlation. In some settings, QLS also allows for improved analysis with an unstructured correlation matrix. Read more