Empirical standard errors for longitudinal data mixed linear models

DOI10.1007/BF03372107MaRDI QIDQ1775976zbMATH OpenFDO

Authors Edward W. Frees, Chunfang Jin

Publication date 20 May 2005

Published in Computational Statistics (Search for Journal in Brave)

zbMATH Keywords

heteroscedasticityresidualsgeneralized linear modelspanel data modelssandwich estimatorssmall sample propertiesjackknife estimatormixed linear models

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Bootstrap, jackknife and other resampling methods (62F40) Linear regression; mixed models (62J05) Monte Carlo methods (65C05) Generalized linear models (logistic models) (62J12)

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Cites work

• scientific article; zbMATH DE number 42417 (Why is no real title available?)
• scientific article; zbMATH DE number 3346000 (Why is no real title available?)
• A Covariance Estimator for GEE with Improved Small‐Sample Properties
• A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity
• A Note on the Efficiency of Sandwich Covariance Matrix Estimation
• Influence Diagnostics for Linear Longitudinal Models
• Longitudinal data analysis using generalized linear models
• On the robust variance estimator in generalised estimating equations
• Pseudo Maximum Likelihood Methods: Theory

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