Efficient parameter estimation in longitudinal data analysis using a hybrid GEE method
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Cites work
- scientific article; zbMATH DE number 409716 (Why is no real title available?)
- scientific article; zbMATH DE number 1104326 (Why is no real title available?)
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- Semiparametric Regression for Clustered Data Using Generalized Estimating Equations
- Working correlation structure misspecification, estimation and covariate design: Implications for generalised estimating equations performance
Cited in
(30)- Conditional mix-GEE models for longitudinal data with unspecified random-effects distributions
- Asymptotic properties of GEE with diverging dimension of covariates
- Comparison of hybrid GEE method and QIF method
- A methodology for improving efficiency estimation based on conditional mix-GEE models in longitudinal studies
- Robust variable selection via nonconcave penalties with an upgraded parsimonious dynamic covariance modeling
- Robust statistical inference for longitudinal data with nonignorable dropouts
- Estimation for a marginal generalized single-index longitudinal model
- Weighted empirical likelihood for generalized linear models with longitudinal data
- Robust estimation of generalized estimating equations with finite mixture correlation matrices and missing covariates at random for longitudinal data
- Generalized estimating equations by considering additive terms for analyzing time-course gene sets data
- Robust semiparametric modeling of mean and covariance in longitudinal data
- Selection of working correlation structure in generalized estimating equations
- Robust maximum L_q-likelihood estimation of joint mean-covariance models for longitudinal data
- Response variable selection in multivariate linear regression
- A profile likelihood approach for longitudinal data analysis
- Multivariate mix-GEE models for longitudinal data with multiple outcomes
- A mixture generalized estimating equations approach for complex spatially-dependent data
- Improved composite quantile regression and variable selection with nonignorable dropouts
- Improved multiple quantile regression estimation with nonignorable dropouts
- Improved empirical likelihood inference and variable selection for generalized linear models with longitudinal nonignorable dropouts
- Optimal model averaging estimation for correlation structure in generalized estimating equations
- Efficient parameter estimation via modified Cholesky decomposition for quantile regression with longitudinal data
- Alternative GEE estimation procedures for discrete longitudinal data.
- Efficient parameter estimation via Gaussian copulas for quantile regression with longitudinal data
- A Gaussian pseudolikelihood approach for quantile regression with repeated measurements
- Modification of GEE1 and linear mixed-effects models for heteroscedastic longitudinal Gaussian data
- Analysis of GEE with a mixture working correlation matrix for diverging number of covariates
- Generalized partial linear models with nonignorable dropouts
- Two-step estimation for longitudinal data when the working correlation matrix is a linear combination of some known matrices
- Variable selection in generalized estimating equations via empirical likelihood and Gaussian pseudo-likelihood
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