Justine Shults

Available identifiers

Publication	Date of Publication	Type
The first-order Markov conditional linear expectation approach for analysis of longitudinal Data	2024-10-29	Paper
Quasi-least squares fitting	2024-09-12	Paper
A Note on the Simulation of Overdispersed Random Variables With Specified Marginal Means and Product Correlations	2023-02-15	Paper
A Note on the Use of Unbiased Estimating Equations to Estimate Correlation in Analysis of Longitudinal Trials	2020-09-25	Paper
Simulating longer vectors of correlated binary random variables via multinomial sampling	2018-08-14	Paper
Quasi-Least Squares Regression	2014-04-14	Paper
Analysis of multi-level correlated data in the framework of generalized estimating equations via xtmultcorr procedures in Stata and qls functions in Matlab	2012-08-18	Paper
Quasi-least squares with mixed linear correlation structures	2012-08-18	Paper
The union closure method for testing a fixed sequence of families of hypotheses	2011-06-28	Paper
Use of Quasi-Least Squares to Adjust for Two Levels of Correlation	2011-03-01	Paper
Analysis of Serially Correlated Data Using Quasi-Least Squares	2005-04-11	Paper
Modeling the correlation structure of data that have multiple levels of association	2003-09-23	Paper
On eliminating the asymptotic bias in the quasi-least squares estimate of the correlation parameter.	1999-01-01	Paper

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