Improving generalised estimating equations using quadratic inference functions
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Cited in
(only showing first 100 items - show all)- Set-based tests for genetic association in longitudinal studies
- Quantile regression for longitudinal data with a working correlation model
- Weighted quantile regression for longitudinal data
- Using modified approaches on marginal regression analysis of longitudinal data with time-dependent covariates
- Distributed subsampling and quasi decorrelated score for cluster data: an application to Beijing multisite air quality
- The effect of the working correlation on fitting models to longitudinal data
- The perils of quasi-likelihood information criteria
- On invertibility of the \textbf{C}-matrix in quadratic inference functions
- Improving the correlation structure selection approach for generalized estimating equations and balanced longitudinal data
- APPLIED REGRESSION ANALYSIS BIBLIOGRAPHY UPDATE 2000–2001
- A note on improving quadratic inference functions using a linear shrinkage approach
- Longitudinal data analysis using the conditional empirical likelihood method
- Joint mean-covariance model in generalized partially linear varying coefficient models for longitudinal data
- A bias-corrected covariance estimator for improved inference when using an unstructured correlation with quadratic inference functions
- Penalized quadratic inference functions for single-index models with longitudinal data
- Improving estimation efficiency in quantile regression with longitudinal data
- Non parametric regression analysis for longitudinal data with time-depending autoregressive error process
- Two-step estimation for longitudinal data when the working correlation matrix is a linear combination of some known matrices
- Penalized empirical likelihood for high-dimensional generalized linear models with longitudinal data
- Estimation of marginal generalized linear model with subgroup auxiliary information
- Bias analysis of generalized estimating equations under measurement error and practical bias correction
- Efficient estimation for semi-varying coefficient model with an invertible linear process error
- Variable selection in generalized estimating equations via empirical likelihood and Gaussian pseudo-likelihood
- Inference functions and quadratic score tests
- Grouped Generalized Estimating Equations for Longitudinal Data Analysis
- Criterion for the simultaneous selection of a working correlation structure and either generalized estimating equations or the quadratic inference function approach
- Efficient computational algorithm for optimal allocation in regression models
- The empirical Cressie-Read test statistics for longitudinal generalized linear models
- Semiparametric generalized estimating equations in misspecified models
- Real-Time Regression Analysis of Streaming Clustered Data With Possible Abnormal Data Batches
- Second-order generalized estimating equations for correlated count data
- Penalized estimating equations for generalized linear models with multiple imputation
- Leveraging external aggregated information for the marginal accelerated failure time model
- Parameter estimation for a generalized semiparametric model with repeated measurements
- Weighted quantile regression for longitudinal data using empirical likelihood
- Marginal quantile regression for varying coefficient models with longitudinal data
- Weighted quantile regression in varying-coefficient model with longitudinal data
- Modelling of covariance structures in generalised estimating equations for longitudinal data
- Multivariate mix-GEE models for longitudinal data with multiple outcomes
- A moving average Cholesky factor model in covariance modeling for composite quantile regression with longitudinal data
- Multivariate online regression analysis with heterogeneous streaming data
- Fast forward selection for generalized estimating equations with a large number of predictor variables
- Penalized quadratic inference functions for semiparametric varying coefficient partially linear models with longitudinal data
- Synthesizing secondary data into survival analysis to improve estimation efficiency
- Improved composite quantile regression and variable selection with nonignorable dropouts
- Simple and fast overidentified rank estimation for right-censored length-biased data and backward recurrence time
- Weighted least squares estimators in possibly misspecified nonlinear regression
- Robust empirical likelihood inference for partially linear varying coefficient models with longitudinal data
- Penalized weighted smoothed quantile regression for high-dimensional longitudinal data
- Corrected score methods for estimating Bayesian networks with error-prone nodes
- Efficient regression modeling for correlated and overdispersed count data
- qif
- Composite quantile regression for correlated data
- EM algorithm in Gaussian copula with missing data
- Improved empirical likelihood inference and variable selection for generalized linear models with longitudinal nonignorable dropouts
- Comparing joint GQL estimation and GMM adaptive estimation in COM-Poisson longitudinal regression model
- Assessing robustness of generalised estimating equations and quadratic inference functions
- The indirect method: inference based on intermediate statistics -- a synthesis and examples
- Modeling the population mean outcome trajectory in observational studies with varying time to intervention
- Initial severity-dependent longitudinal model with application to a randomized controlled trial of women with depression
- Time-varying feature selection for longitudinal analysis
- Marginal semiparametric multivariate accelerated failure time model with generalized estimating equations
- Time-varying correlation structure estimation and local-feature detection for spatio-temporal data
- Automatic variable selection for varying coefficient models with longitudinal data
- Estimation of random effects partially linear varying coefficient spatial error model with general temporally correlated individuals
- QR decomposition based orthogonality estimation for partially linear models with longitudinal data
- Quadratic inference functions for partially linear single-index models with longitudinal data
- Subgroup effect quantile regression with high dimensional missing panel data
- Unified variable selection for varying coefficient models with longitudinal data
- Multikink Quantile Regression for Longitudinal Data with Application to Progesterone Data Analysis
- Improving estimation efficiency for multivariate failure time data with auxiliary covariates
- Invariance-based estimating equations for skew-symmetric distributions
- Multivariate partial linear varying coefficients model for gene-environment interactions with multiple longitudinal traits
- Fused mean structure learning in data integration with dependence
- The analysis of multivariate longitudinal data using multivariate marginal models
- Feature screening of quadratic inference functions for ultrahigh dimensional longitudinal data
- A study of quadratic inference functions with alternative weighting matrices
- Asymptotics for least product relative error estimation and empirical likelihood with longitudinal data
- Model specification test in a semiparametric regression model for longitudinal data
- Estimation of a modified logistic-Weibull model with time-dependent covariates via the generalized method of moments
- Test of significance for high-dimensional longitudinal data
- Hierarchical models for repeated binary data using the IBF sampler
- Assessing heterogeneity in treatment initiation guidelines in longitudinal randomized controlled trials
- Penalized empirical likelihood for longitudinal expectile regression with growing dimensional data
- A covariance correction that accounts for correlation estimation to improve finite-sample inference with generalized estimating equations: a study on its applicability with structured correlation matrices
- Joint integrative analysis of multiple data sources with correlated vector outcomes
- Pursuit of dynamic structure in quantile additive models with longitudinal data
- Generalized empirical likelihood inference in generalized linear models for longitudinal data
- Varying-coefficient quantile regression with effect under panel data and missing observation
- Estimation and testing for fixed effects partially linear nonparametric panel regression model with separable spatially and serially correlated error structure
- Classified mixed model prediction
- Unified Optimal Model Averaging with a General Loss Function based on Cross-Validation
- Functional regression with intensively measured longitudinal outcomes: a new lens through data partitioning
- Generalized method of moments for additive hazards model with clustered dental survival data
- Discussion of Fan et al.'s paper ``Gaining efficiency via weighted estimators for multivariate failure time data
- Estimation in quantile regression models for correlated data with diverging number of covariates and large cluster sizes
- Efficient parameter estimation via Gaussian copulas for quantile regression with longitudinal data
- A comparison of utilized and theoretical covariance weighting matrices on the estimation performance of quadratic inference functions
- Orthogonality-based bias-corrected empirical likelihood inference for partial linear varying coefficient EV models with longitudinal data
- A new orthogonality empirical likelihood for varying coefficient partially linear instrumental variable models with longitudinal data
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