A note on improving quadratic inference functions using a linear shrinkage approach

DOI10.1016/J.SPL.2010.12.010zbMath1207.62147OpenAlexW1967913058MaRDI QIDQ631550

Peter X.-K. Song, Peisong Han

Publication date: 14 March 2011

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2010.12.010

zbMATH Keywords

longitudinal dataclinical trialsgeneralized estimating equationsshrinkageestimation efficiency

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Ridge regression; shrinkage estimators (Lasso) (62J07) Applications of statistics to biology and medical sciences; meta analysis (62P10) Nonparametric estimation (62G05)

Related Items (10)

A bias-corrected covariance estimator for improved inference when using an unstructured correlation with quadratic inference functions ⋮ Real-Time Regression Analysis of Streaming Clustered Data With Possible Abnormal Data Batches ⋮ A study of quadratic inference functions with alternative weighting matrices ⋮ Criterion for the simultaneous selection of a working correlation structure and either generalized estimating equations or the quadratic inference function approach ⋮ The effect of the working correlation on fitting models to longitudinal data ⋮ On invertibility of the \textbf{C}-matrix in quadratic inference functions ⋮ Bias analysis of generalized estimating equations under measurement error and practical bias correction ⋮ A Distributed and Integrated Method of Moments for High-Dimensional Correlated Data Analysis ⋮ Unnamed Item ⋮ A Comparison of Utilized and Theoretical Covariance Weighting Matrices on the Estimation Performance of Quadratic Inference Functions

Cites Work

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• Large Sample Properties of Generalized Method of Moments Estimators
• Longitudinal data analysis using generalized linear models
• Improving generalised estimating equations using quadratic inference functions
• A well-conditioned estimator for large-dimensional covariance matrices
• Correlated data analysis: modeling, analytics, and applications
• Assessing robustness of generalised estimating equations and quadratic inference functions
• A Random Matrix-Theoretic Approach to Handling Singular Covariance Estimates

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