Effects of Variance‐Function Misspecification in Analysis of Longitudinal Data
From MaRDI portal
Recommendations
- Variance function in regression analysis of longitudinal data using the generalized estimating equation approach
- Working correlation structure misspecification, estimation and covariate design: Implications for generalised estimating equations performance
- Modelling of covariance structures in generalised estimating equations for longitudinal data
- Improving generalised estimating equations using quadratic inference functions
- On the Accuracy of Efficiency of Estimating Equation Approach
Cites work
- A Caveat Concerning Independence Estimating Equations with Multivariate Binary Data
- Akaike's information criterion in generalized estimating equations
- An alternative approach to the analysis of longitudinal data via generalized estimating equations
- Efficiency of Regression Estimates for Clustered Data
- Extended Generalized Estimating Equations for Clustered Data
- Generalized least squares with misspecified serial correlation structures
- Longitudinal data analysis using generalized linear models
- Miscellanea. On the efficiency of regression estimators in generalised linear models for longitudinal data
- On repeated measures analysis with misspecified covariance structure
- On the Accuracy of Efficiency of Estimating Equation Approach
- On the application of extended quasi-likelihood to the clustered data case.
- On the use of a working correlation matrix in using generalised linear models for repeated measures
- Quasi-Likelihood and Optimal Estimation, Correspondent Paper
- Unbiased Estimating Equations From Working Correlation Models for Irregularly Timed Repeated Measures
- Working correlation structure misspecification, estimation and covariate design: Implications for generalised estimating equations performance
Cited in
(15)- Covariance miss-specification and the local influence approach in sensitivity analyses of longitudinal data with drop-outs
- Modeling strategies in longitudinal data analysis: covariate, variance function and correlation structure selection
- Longitudinal data analysis using the conditional empirical likelihood method
- scientific article; zbMATH DE number 1136417 (Why is no real title available?)
- scientific article; zbMATH DE number 1850476 (Why is no real title available?)
- Information ratio test for model misspecification in quasi-likelihood inference
- Efficient estimation and computation in generalized varying coefficient models with unknown link and variance functions for large-scale data
- Variance function in regression analysis of longitudinal data using the generalized estimating equation approach
- Model selection with misspecified spatial covariance structure
- A Modified Pseudolikelihood Approach for Analysis of Longitudinal Data
- Robust Estimating Functions and Bias Correction for Longitudinal Data Analysis
- Predictions of machine learning with mixed-effects in analyzing longitudinal data under model misspecification
- On GEE for mean-variance-correlation models: variance estimation and model selection
- Indices for covariance mis-specification in longitudinal data analysis with no missing responses and with MAR drop-outs
- Rank regression for analysis of clustered data: a natural induced smoothing approach
This page was built for publication: Effects of Variance‐Function Misspecification in Analysis of Longitudinal Data
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5714623)
