Pages that link to "Item:Q2445789"
From MaRDI portal
The following pages link to Modeling strategies in longitudinal data analysis: covariate, variance function and correlation structure selection (Q2445789):
Displaying 10 items.
- Individual-specific, sparse inverse covariance estimation in generalized estimating equations (Q504468) (← links)
- Nonparametric tests for panel count data with unequal observation processes (Q1623430) (← links)
- Intra-cluster correlation structure in longitudinal data analysis: selection criteria and misspecification tests (Q1623693) (← links)
- Working correlation structure selection in generalized estimating equations (Q1643022) (← links)
- Beta rectangular regression models to longitudinal data (Q2077443) (← links)
- Special issue on variable selection and robust procedures (Q2445742) (← links)
- A new approach to modeling positive random variables with repeated measures (Q5044692) (← links)
- A model selection method based on the adaptive LASSO-penalized GEE and weighted Gaussian pseudo-likelihood BIC in longitudinal robust analysis (Q5075491) (← links)
- An efficient and robust inference method based on empirical likelihood in longitudinal data analysis (Q5079838) (← links)
- Variable selection in generalized estimating equations via empirical likelihood and Gaussian pseudo-likelihood (Q5085928) (← links)
