Pages that link to "Item:Q4455388"
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The following pages link to Working correlation structure misspecification, estimation and covariate design: Implications for generalised estimating equations performance (Q4455388):
Displayed 50 items.
- Robust estimation of the correlation matrix of longitudinal data (Q139142) (← links)
- Individual-specific, sparse inverse covariance estimation in generalized estimating equations (Q504468) (← links)
- Efficient parameter estimation and variable selection in partial linear varying coefficient quantile regression model with longitudinal data (Q779677) (← links)
- Smoothing combined estimating equations in quantile regression for longitudinal data (Q892456) (← links)
- Efficient parameter estimation via Gaussian copulas for quantile regression with longitudinal data (Q900835) (← links)
- Local influence in estimating equations (Q901573) (← links)
- Repeated measures proportional odds logistic regression analysis of ordinal score data in the statistical software package R (Q961163) (← links)
- Indices for covariance mis-specification in longitudinal data analysis with no missing responses and with MAR drop-outs (Q962323) (← links)
- Rank regression for analysis of clustered data: a natural induced smoothing approach (Q962354) (← links)
- Weighted empirical likelihood for generalized linear models with longitudinal data (Q989271) (← links)
- Covariance miss-specification and the local influence approach in sensitivity analyses of longitudinal data with drop-outs (Q1020647) (← links)
- Local linear regression for data with AR errors (Q1036922) (← links)
- Generalized estimating equations by considering additive terms for analyzing time-course gene sets data (Q1622115) (← 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)
- Subject-wise empirical likelihood inference in partial linear models for longitudinal data (Q1654234) (← links)
- Generalized estimating equations with stabilized working correlation structure (Q1658494) (← links)
- A new nested Cholesky decomposition and estimation for the covariance matrix of bivariate longitudinal data (Q1659029) (← links)
- Generalized additive partial linear models for analyzing correlated data (Q1799814) (← links)
- Efficient semiparametric estimation via Cholesky decomposition for longitudinal data (Q1942910) (← links)
- Working correlation structure selection in GEE analysis (Q2010805) (← links)
- A copula-based GLMM model for multivariate longitudinal data with mixed-types of responses (Q2023800) (← links)
- Efficient and doubly-robust methods for variable selection and parameter estimation in longitudinal data analysis (Q2032183) (← links)
- An efficient Gehan-type estimation for the accelerated failure time model with clustered and censored data (Q2074084) (← links)
- Conditional generalized estimating equations of mean-variance-correlation for clustered data (Q2076146) (← links)
- Latent Gaussian copula models for longitudinal binary data (Q2078580) (← links)
- Marginal M-quantile regression for multivariate dependent data (Q2143020) (← links)
- Robust estimation in multivariate heteroscedastic regression models with autoregressive covariance structures using EM algorithm (Q2146464) (← links)
- GEE analysis in joint mean-covariance model for longitudinal data (Q2175604) (← links)
- Weighted estimating equation: modified GEE in longitudinal data analysis (Q2259109) (← links)
- Robust estimation of generalized estimating equations with finite mixture correlation matrices and missing covariates at random for longitudinal data (Q2274969) (← links)
- Parsimonious mean-covariance modeling for longitudinal data with ARMA errors (Q2287377) (← links)
- Two-step estimation for longitudinal data when the working correlation matrix is a linear combination of some known matrices (Q2316291) (← links)
- Bayesian joint semiparametric mean-covariance modeling for longitudinal data (Q2328676) (← links)
- A calibration method for non-positive definite covariance matrix in multivariate data analysis (Q2397127) (← links)
- Robust modified profile estimating function with application to the generalized estimating equation (Q2427156) (← links)
- A moving average Cholesky factor model in joint mean-covariance modeling for longitudinal data (Q2441146) (← links)
- Flexible covariate-adjusted exact tests of randomized treatment effects with application to a trial of HIV education (Q2441852) (← links)
- Modeling strategies in longitudinal data analysis: covariate, variance function and correlation structure selection (Q2445789) (← links)
- A robust algorithm for estimating regression and dispersion parameters in non-stationary longitudinally correlated Com–Poisson data (Q2804226) (← links)
- Modified Gaussian estimation for correlated binary data (Q2857995) (← links)
- GEE for Multinomial Responses Using a Local Odds Ratios Parameterization (Q2861949) (← links)
- Nonparametric estimation of mean and covariance structures for longitudinal data (Q2870709) (← links)
- Criterion for the Selection of a Working Correlation Structure in the Generalized Estimating Equation Approach for Longitudinal Balanced Data (Q2890114) (← links)
- Longitudinal data analysis using the conditional empirical likelihood method (Q2925553) (← links)
- Optimal design of longitudinal data analysis using generalized estimating equation models (Q2980227) (← links)
- A profile likelihood approach for longitudinal data analysis (Q3119827) (← links)
- Efficient parameter estimation in longitudinal data analysis using a hybrid GEE method (Q3305033) (← links)
- Performance of variance estimators in the analysis of longitudinal data with a large cluster size (Q3390442) (← links)
- Analysis of GEE with a mixture working correlation matrix for diverging number of covariates (Q3390583) (← links)