Improving generalised estimating equations using quadratic inference functions
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Cited in
(only showing first 100 items - show all)- Conditional mix-GEE models for longitudinal data with unspecified random-effects distributions
- Variable selection in linear measurement error models via penalized score functions
- Local linear regression for data with AR errors
- Individualizing drug dosage with longitudinal data
- Semiparametric regression based on quadratic inference function for multivariate failure time data with auxiliary information
- Double debiased estimation and inference for longitudinal generalized linear models with hidden confounders
- Effects of Variance‐Function Misspecification in Analysis of Longitudinal Data
- Partially linear single index models for repeated measurements
- Variable selection for longitudinal varying coefficient errors-in-variables models
- Neyman's C(α) test for the shape parameter of the exponential power class
- Asymptotic properties of GEE with diverging dimension of covariates
- Covariance estimators for generalized estimating equations (GEE) in longitudinal analysis with small samples
- scientific article; zbMATH DE number 1183928 (Why is no real title available?)
- Improving marginal hazard ratio estimation using quadratic inference functions
- Comparison of hybrid GEE method and QIF method
- Robust estimation of mean and covariance for longitudinal data with dropouts
- Estimation and variable selection of quantile partially linear additive models for correlated data
- Variable selection for semiparametric errors-in-variables regression model with longitudinal data
- Informative estimation and selection of correlation structure for longitudinal data
- Communication-efficient estimation and inference for high-dimensional longitudinal data
- A new orthogonality-based estimation for varying-coefficient partially linear models
- Multiple-Model-based Robust Estimation of Causal Treatment Effect on a Binary Outcome with Integrated Information from Secondary Outcomes
- Variable selection for generalized varying coefficient models with longitudinal data
- Focused information criterion and model averaging for varying-coefficient partially linear models with longitudinal data
- Bayesian analysis of longitudinal data via empirical likelihood
- Longitudinal data analysis using sufficient dimension reduction method
- Adjusting for baseline information in comparing the efficacy of treatments using bivariate varying-coefficient models
- Efficient estimation in partially linear single-index models for longitudinal data
- GEE analysis for longitudinal single-index quantile regression
- Subgroup identification in clustered data using semiparametric regression tree
- Testing the significance of cell-cycle patterns in time-course microarray data using nonparametric quadratic inference functions
- Penalized quadratic inference functions estimation for fixed effects partially linear single index spatial error model
- Interquantile shrinkage and variable selection for longitudinal data in regression models
- An improved quadratic inference function for parameter estimation in the analysis of correlated data
- Information ratio test for model misspecification in quasi-likelihood inference
- Misspecified semiparametric model selection with weakly dependent observations
- Second order expansions of estimators in nonparametric moment conditions models with weakly dependent data
- Modeling the Cholesky factors of covariance matrices of multivariate longitudinal data
- GEE analysis in joint mean-covariance model for high-dimensional longitudinal data with HPC
- Change point detection for clustered survival data with marginal proportional hazards model
- Incorporating Correlation for Multivariate Failure Time Data When Cluster Size Is Large
- A bias correction for covariance estimators to improve inference with generalized estimating equations that use an unstructured correlation matrix
- Penalized quadratic inference function-based variable selection for generalized partially linear varying coefficient models with longitudinal data
- Distributed quantile regression for longitudinal big data
- Robust variable selection via nonconcave penalties with an upgraded parsimonious dynamic covariance modeling
- Robust statistical inference for longitudinal data with nonignorable dropouts
- Quantile regression and empirical likelihood for the analysis of longitudinal data with monotone missing responses due to dropout, with applications to quality of life measurements from clinical trials
- Automatic variable selection for longitudinal generalized linear models
- Semiparametric penalized quadratic inference functions for longitudinal data in ultra-high dimensions
- Empirical likelihood in generalized linear models with working covariance matrix
- Estimation and inference for multi-kink expectile regression with nonignorable dropout
- Variable selection and estimation for partially linear single-index models with longitudinal data
- Estimation for a marginal generalized single-index longitudinal model
- Efficient parameter estimation in longitudinal data analysis using a hybrid GEE method
- Efficient parameter estimation for multivariate accelerated failure time model via the quadratic inference functions method
- Robust estimation of generalized estimating equations with finite mixture correlation matrices and missing covariates at random for longitudinal data
- Information in generalized method of moments estimation and entropy-based moment selection
- Efficient estimation in the partially linear quantile regression model for longitudinal data
- Estimated Quadratic Inference Function for Correlated Failure Time Data
- Efficient classification for longitudinal data
- Two-stage empirical likelihood for longitudinal neuroimaging data
- Robust estimation in joint mean-covariance regression model for longitudinal data
- A new scope of penalized empirical likelihood with high-dimensional estimating equations
- Marginal empirical likelihood and sure independence feature screening
- Robust semiparametric modeling of mean and covariance in longitudinal data
- Decorrelated empirical likelihood for generalized linear models with high-dimensional longitudinal data
- Improved methods for the marginal analysis of longitudinal data in the presence of time-dependent covariates
- Modeling strategies in longitudinal data analysis: covariate, variance function and correlation structure selection
- Testing for Order-Restricted Hypotheses in Longitudinal Data
- Improved kth power expectile regression with nonignorable dropouts
- Estimation and model selection in generalized additive partial linear models for correlated data with diverging number of covariates
- Conditional inference functions for mixed-effects models with unspecified random-effects distri\-bution
- Quadratic inference with dense functional responses
- Model Selection of Generalized Estimating Equation With Divergent Model Size
- Partial Linear Models for Longitudinal Data Based on Quadratic Inference Functions
- Efficient pairwise composite likelihood estimation for spatial-clustered data
- Improving main analysis by borrowing information from auxiliary data
- Inference for high-dimensional streamed longitudinal data
- Simultaneous estimation and inference for multiple response variables
- Robust maximum L_q-likelihood estimation of joint mean-covariance models for longitudinal data
- Moving block bootstrap for analyzing longitudinal data
- Marginal analyses of longitudinal data with an informative pattern of observations
- Analyzing Spatially Distributed Binary Data Using Independent‐Block Estimating Equations
- Smoothing combined estimating equations in quantile regression for longitudinal data
- Partitioned method of valid moment marginal model with Bayes interval estimates for correlated binary data with time-dependent covariates
- Mutual influence regression model
- Regression estimation of the marginal models with general relative risk form for multivariate failure time data
- Robust penalized empirical likelihood in high dimensional longitudinal data analysis
- Bias correction estimation for partially linear varying coefficient spatial autoregressive panel model with fixed effects
- Comparison of generalized estimating equations and Quasi-Least Squares regression methods in terms of efficiency with a simulation study
- Model estimation and selection for partial linear varying coefficient EV models with longitudinal data
- Validating effectiveness of subgroup identification for longitudinal data
- On oracle property and asymptotic validity of Bayesian generalized method of moments
- On post dimension reduction statistical inference
- Correlation structure selection for longitudinal data with diverging cluster size
- A comparison of bias-corrected empirical covariance estimators with generalized estimating equations in small-sample longitudinal study settings
- A profile likelihood approach for longitudinal data analysis
- Local polynomial estimation of nonparametric general estimating equations
- Analysis of multivariate longitudinal data using quasi-least squares
- A partially linear additive model for clustered proportion data
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