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

DOI10.1016/J.SPL.2010.12.010MaRDI QIDQ631550zbMATH OpenOpenAlexFDO

Authors Peisong Han, Peter X.-K. Song

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

clinical trialslongitudinal datashrinkagegeneralized estimating equationsestimation efficiency

Mathematics Subject Classification ID

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

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Cites work

• scientific article; zbMATH DE number 1012640 (Why is no real title available?)
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• A Random Matrix-Theoretic Approach to Handling Singular Covariance Estimates
• A well-conditioned estimator for large-dimensional covariance matrices
• Assessing robustness of generalised estimating equations and quadratic inference functions
• Correlated data analysis: modeling, analytics, and applications
• Improving generalised estimating equations using quadratic inference functions
• Large Sample Properties of Generalized Method of Moments Estimators
• Longitudinal data analysis using generalized linear models

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(12)

• Real-Time Regression Analysis of Streaming Clustered Data With Possible Abnormal Data Batches
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• Moderate-Dimensional Inferences on Quadratic Functionals in Ordinary Least Squares
• A comparison of utilized and theoretical covariance weighting matrices on the estimation performance of quadratic inference functions
• Improving generalised estimating equations using quadratic inference functions
• A distributed and integrated method of moments for high-dimensional correlated data analysis
• The effect of the working correlation on fitting models to longitudinal data
• On invertibility of the \textbf{C}-matrix in quadratic inference functions
• A bias-corrected covariance estimator for improved inference when using an unstructured correlation with quadratic inference functions
• Bias analysis of generalized estimating equations under measurement error and practical bias correction
• Criterion for the simultaneous selection of a working correlation structure and either generalized estimating equations or the quadratic inference function approach

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