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Comment on “Wang et al . (2005), Robust estimating functions and bias correction for longitudinal data analysis”
Author(s) -
Lunardon Nicola,
Menardi Giovanna
Publication year - 2020
Publication title -
biometrics
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 2.298
H-Index - 130
eISSN - 1541-0420
pISSN - 0006-341X
DOI - 10.1111/biom.13263
Subject(s) - estimator , mathematics , bounded function , inference , robust statistics , statistics , longitudinal data , econometrics , computer science , mathematical analysis , data mining , artificial intelligence
This note provides a discussion on the manuscript by Wang et al . (2005) who aim to robustify inference for longitudinal data analysis by replacing the ordinary generalized estimating function with an influence‐bounded, possibly biased, version. To adjust for the bias of the ensuing robust estimator, the authors provide its analytic approximation by means of asymptotic expansions, and estimate it by plugging‐in a nonrobust estimate of the parameter of interest. In this letter, we argue that the proposed bias‐corrected estimator is, in fact, nonrobust.