%0 Journal Article %1 Chandler.Bate2007 %A Chandler, R.E. %A Bate, S. %D 2007 %I Biometrika Trust %J Biometrika %K Likelihood Likelihood:composite Likelihood:independence sandwich %N 1 %P 167--183 %R 10.1093/biomet/asm015 %T Inference for clustered data using the independence loglikelihood %V 94 %X We use the properties of independence estimating equations to adjust the ‘independence’ loglikelihood function in the presence of clustering. The proposed adjustment relies on the robust sandwich estimator of the parameter covariance matrix, which is easily calculated. The methodology competes favourably with established techniques based on independence estimating equations; we provide some insight as to why this is so. The adjustment is applied to examples relating to the modelling of wind speed in Europe and annual maximum temperatures in the U.K.

@article{Chandler.Bate2007, abstract = {We use the properties of independence estimating equations to adjust the ‘independence’ loglikelihood function in the presence of clustering. The proposed adjustment relies on the robust sandwich estimator of the parameter covariance matrix, which is easily calculated. The methodology competes favourably with established techniques based on independence estimating equations; we provide some insight as to why this is so. The adjustment is applied to examples relating to the modelling of wind speed in Europe and annual maximum temperatures in the U.K.}, added-at = {2011-08-07T19:03:24.000+0200}, author = {Chandler, R.E. and Bate, S.}, biburl = {https://www.bibsonomy.org/bibtex/25e083ab3a3278b21bd078c3619fa94f7/marsianus}, doi = {10.1093/biomet/asm015}, interhash = {2df5cdf9ef30531f69966d4d81bc5c24}, intrahash = {5e083ab3a3278b21bd078c3619fa94f7}, journal = {Biometrika}, keywords = {Likelihood Likelihood:composite Likelihood:independence sandwich}, number = 1, pages = {167--183}, publisher = {Biometrika Trust}, timestamp = {2014-10-30T12:08:41.000+0100}, title = {Inference for clustered data using the independence loglikelihood}, volume = 94, year = 2007 }