Improving generalised estimating equations using quadratic inference functions
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Cited in
(only showing first 100 items - show all)- Local polynomial estimation of nonparametric general estimating equations
- Smoothed quantile regression with nonignorable dropouts
- Quantile regression for panel count data based on quadratic inference functions
- Modeling the Cholesky factors of covariance matrices of multivariate longitudinal data
- A distributed and integrated method of moments for high-dimensional correlated data analysis
- Improved empirical likelihood inference and variable selection for generalized linear models with longitudinal nonignorable dropouts
- Composite quantile regression for correlated data
- EM algorithm in Gaussian copula with missing data
- Correlation structure selection for longitudinal data with diverging cluster size
- Empirical likelihood in generalized linear models with working covariance matrix
- Efficient estimation in the partially linear quantile regression model for longitudinal data
- Asymptotics for least product relative error estimation and empirical likelihood with longitudinal data
- Time-varying correlation structure estimation and local-feature detection for spatio-temporal data
- Testing the significance of cell-cycle patterns in time-course microarray data using nonparametric quadratic inference functions
- Comparison of generalized estimating equations and Quasi-Least Squares regression methods in terms of efficiency with a simulation study
- Model specification test in a semiparametric regression model for longitudinal data
- Robust estimation of mean and covariance for longitudinal data with dropouts
- The analysis of multivariate longitudinal data using multivariate marginal models
- Moving block bootstrap for analyzing longitudinal data
- Semiparametric generalized estimating equations in misspecified models
- Semiparametric regression based on quadratic inference function for multivariate failure time data with auxiliary information
- A new orthogonality-based estimation for varying-coefficient partially linear models
- A moving average Cholesky factor model in covariance modeling for composite quantile regression with longitudinal data
- Partitioned method of valid moment marginal model with Bayes interval estimates for correlated binary data with time-dependent covariates
- Weighted quantile regression for longitudinal data using empirical likelihood
- Classified mixed model prediction
- Efficient classification for longitudinal data
- Effects of Variance‐Function Misspecification in Analysis of Longitudinal Data
- Bilinear form test statistics for extremum estimation
- Generalized method of moments for additive hazards model with clustered dental survival data
- Merging multiple longitudinal studies with study-specific missing covariates: a joint estimating function approach
- Generalized growth curve models for longitudinal data in application to a randomized controlled trial
- Marginal quantile regression for varying coefficient models with longitudinal data
- Weighted quantile regression in varying-coefficient model with longitudinal data
- Robust testing with generalized partial linear models for longitudinal data
- Penalized quadratic inference function-based variable selection for generalized partially linear varying coefficient models with longitudinal data
- The empirical Cressie-Read test statistics for longitudinal generalized linear models
- On post dimension reduction statistical inference
- Comparing joint GQL estimation and GMM adaptive estimation in COM-Poisson longitudinal regression model
- Robust maximum \(L_q\)-likelihood estimation of joint mean-covariance models for longitudinal data
- Joint integrative analysis of multiple data sources with correlated vector outcomes
- Two-step estimation for longitudinal data when the working correlation matrix is a linear combination of some known matrices
- A new orthogonality empirical likelihood for varying coefficient partially linear instrumental variable models with longitudinal data
- Orthogonality-based empirical likelihood inference for varying-coefficient partially nonlinear model with longitudinal data
- Generalized partial linear models with nonignorable dropouts
- A new scope of penalized empirical likelihood with high-dimensional estimating equations
- Non parametric regression analysis for longitudinal data with time-depending autoregressive error process
- QR decomposition based orthogonality estimation for partially linear models with longitudinal data
- Multivariate online regression analysis with heterogeneous streaming data
- Robust estimation of generalized estimating equations with finite mixture correlation matrices and missing covariates at random for longitudinal data
- Pursuit of dynamic structure in quantile additive models with longitudinal data
- Criterion for the simultaneous selection of a working correlation structure and either generalized estimating equations or the quadratic inference function approach
- Feature screening for ultrahigh-dimensional additive logistic models
- Efficient regression modeling for correlated and overdispersed count data
- Neyman's C(α) test for the shape parameter of the exponential power class
- Simple and fast overidentified rank estimation for right-censored length-biased data and backward recurrence time
- On oracle property and asymptotic validity of Bayesian generalized method of moments
- Longitudinal data analysis using sufficient dimension reduction method
- Regression estimation of the marginal models with general relative risk form for multivariate failure time data
- Discussion of Fan et al.'s paper ``Gaining efficiency via weighted estimators for multivariate failure time data
- Fast forward selection for generalized estimating equations with a large number of predictor variables
- Focused information criterion and model averaging for varying-coefficient partially linear models with longitudinal data
- Robust estimation in joint mean-covariance regression model for longitudinal data
- Local linear regression for data with AR errors
- Information ratio test for model misspecification in quasi-likelihood inference
- Penalized empirical likelihood for high-dimensional generalized linear models with longitudinal data
- Conditional inference functions for mixed-effects models with unspecified random-effects distri\-bution
- Marginal empirical likelihood and sure independence feature screening
- Weighted quantile regression for longitudinal data
- Efficient estimation for longitudinal data by combining large-dimensional moment conditions
- A note on improving quadratic inference functions using a linear shrinkage approach
- Improving marginal hazard ratio estimation using quadratic inference functions
- Incorporating Correlation for Multivariate Failure Time Data When Cluster Size Is Large
- Estimation and model selection in generalized additive partial linear models for correlated data with diverging number of covariates
- Efficient parameter estimation via Gaussian copulas for quantile regression with longitudinal data
- Variable selection in linear measurement error models via penalized score functions
- Partially linear single index models for repeated measurements
- The large sample properties of the solutions of general estimating equations
- Simultaneous estimation and inference for multiple response variables
- Robust statistical inference for longitudinal data with nonignorable dropouts
- Information in generalized method of moments estimation and entropy-based moment selection
- APPLIED REGRESSION ANALYSIS BIBLIOGRAPHY UPDATE 2000–2001
- Quantile regression for longitudinal data with a working correlation model
- Consistent model selection and data-driven smooth tests for longitudinal data in the estimating equations approach
- Set-based tests for genetic association in longitudinal studies
- Quadratic inference functions for partially linear single-index models with longitudinal data
- Estimation of the disease-specific diagnostic marker distribution under verification bias
- Efficient parameter estimation in longitudinal data analysis using a hybrid GEE method
- Efficient estimation in partially linear single-index models for longitudinal data
- Second-order generalized estimating equations for correlated count data
- Inference functions and quadratic score tests
- Weighted least squares estimators in possibly misspecified nonlinear regression
- Marginal semiparametric multivariate accelerated failure time model with generalized estimating equations
- Penalized quadratic inference functions for single-index models with longitudinal data
- Robust empirical likelihood inference for partially linear varying coefficient models with longitudinal data
- Testing for Order-Restricted Hypotheses in Longitudinal Data
- Assessing robustness of generalised estimating equations and quadratic inference functions
- Improving estimation efficiency in quantile regression with longitudinal data
- Modelling of covariance structures in generalised estimating equations for longitudinal data
- Generalized empirical likelihood inference in generalized linear models for longitudinal data
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