On eliminating the asymptotic bias in the quasi-least squares estimate of the correlation parameter.

DOI10.1016/S0378-3758(98)00180-3zbMATH Open1054.62568WikidataQ127754701 ScholiaQ127754701MaRDI QIDQ1298892FDOQ1298892

Authors: Justine Shults, N. Rao Chaganty 

Publication date: 1999

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

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zbMATH Keywords

Longitudinal dataGeneralized least squaresGEEPositive definite matrixQuasi-least squaresRepeated measures

Mathematics Subject Classification ID

Point estimation (62F10) Asymptotic properties of parametric estimators (62F12) Generalized linear models (logistic models) (62J12)

Cites Work

• Longitudinal data analysis using generalized linear models
• Unbalanced Repeated-Measures Models with Structured Covariance Matrices
• A generalized multivariate analysis of variance model useful especially for growth curve problems
• A Multivariate Tchebycheff Inequality
• A MULTIVARIATE GENERALIZATION OF TCHEBICHEV'S INEQUALITY
• Analysis of Longitudinal Data with Unequally Spaced Observations and Time- Dependent Correlated Errors
• An alternative approach to the analysis of longitudinal data via generalized estimating equations
• Analysis of Serially Correlated Data Using Quasi-Least Squares

Cited In (28)

• Modeling the correlation structure of data that have multiple levels of association
• Smooth-Threshold GEE Variable Selection in High-Dimensional Partially Linear Models with Longitudinal Data
• Efficient parameter estimation in longitudinal data analysis using a hybrid GEE method
• A Note on the Estimation of Autocorrelation in Repeated Measurements
• Adaptation of Quasi-Least Squares to Estimate Correlations within a Nuclear Family
• Quasi-least squares regression
• Marginal analysis of multiple outcomes with informative cluster size
• Estimation methods for an autoregressive familial correlation structure
• Comparison of generalized estimating equations and Quasi-Least Squares regression methods in terms of efficiency with a simulation study
• Inference for marginal linear models for clustered longitudinal data with potentially informative cluster sizes
• Quasi-least squares with mixed linear correlation structures
• Quasi-least squares fitting
• Analysis of multivariate longitudinal data using quasi-least squares
• Multivariate mix-GEE models for longitudinal data with multiple outcomes
• Weighted estimating equation: modified GEE in longitudinal data analysis
• Use of quasi-least squares to adjust for two levels of correlation
• Design and analysis considerations for cohort stepped wedge cluster randomized trials with a decay correlation structure
• Simulating longer vectors of correlated binary random variables via multinomial sampling
• Robust estimating equations and bias correction of correlation parameters for longitudinal data
• Efficiency of Generalized Estimating Equations for Binary Responses
• Generalized estimating equations: A hybrid approach for mean parameters in multivariate regression models
• A note on the use of unbiased estimating equations to estimate correlation in analysis of longitudinal trials
• On analysis of binary response data in longitudinal factorial studies
• Alternatives to mixture model analysis of correlated binomial data
• The effect of the working correlation on fitting models to longitudinal data
• Hypothesis testing for various familial dependence structures
• Pseudo-likelihood methodology for hierarchical count data
• Analysis of growth curves with patterned correlation matrices using quasi-least squares

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