On eliminating the asymptotic bias in the quasi-least squares estimate of the correlation parameter.
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Publication:1298892
DOI10.1016/S0378-3758(98)00180-3zbMath1054.62568WikidataQ127754701 ScholiaQ127754701MaRDI QIDQ1298892
Justine Shults, Narasinga Rao Chaganty
Publication date: 1999
Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)
Repeated measuresGEEPositive definite matrixLongitudinal dataGeneralized least squaresQuasi-least squares
Asymptotic properties of parametric estimators (62F12) Point estimation (62F10) Generalized linear models (logistic models) (62J12)
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Cites Work
- Longitudinal data analysis using generalized linear models
- An alternative approach to the analysis of longitudinal data via generalized estimating equations
- Unbalanced Repeated-Measures Models with Structured Covariance Matrices
- A Multivariate Tchebycheff Inequality
- A MULTIVARIATE GENERALIZATION OF TCHEBICHEV'S INEQUALITY
- Analysis of Serially Correlated Data Using Quasi-Least Squares
- Analysis of Longitudinal Data with Unequally Spaced Observations and Time- Dependent Correlated Errors
- A generalized multivariate analysis of variance model useful especially for growth curve problems
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