Abstract
Generalized Estimating Equations (GEE) approach has become a popular method that is applied for correlated categorical multinomial responses data in clinical trials and other biomedical experiments. GEEs estimates of the marginal regression parameter vector are consistent. In this article, we propose the pretest, shrinkage, and positive shrinkage estimators for the regression vector of the marginal model with multinomial responses. The array of estimators are compared analytically via their asymptotic quadratic risks, and numerically via their simulated relative efficiencies. We apply the proposed estimation technique to two real data examples and employed a bootstrapping approach to computing the bootstrapping mean squared error of the estimators.
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Acknowledgements
We acknowledge King Fahd University of Petroleum & Minerals for the support of this research is under Reference Number SB181029. The authors are very grateful to the reviewers for their valuable comments and recommendations.
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Al-Momani, M., Riaz, M. & Saleh, M.F. Pretest and shrinkage estimation of the regression parameter vector of the marginal model with multinomial responses. Stat Papers 64, 2101–2117 (2023). https://doi.org/10.1007/s00362-022-01372-2
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DOI: https://doi.org/10.1007/s00362-022-01372-2