Improving generalised estimating equations using quadratic inference functions
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- On eliminating the asymptotic bias in the quasi-least squares estimate of the correlation parameter.
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- Set-based tests for genetic association in longitudinal studies
- Analysis of multivariate longitudinal data using quasi-least squares
- Efficient classification for longitudinal data
- A moving average Cholesky factor model in covariance modeling for composite quantile regression with longitudinal data
- Composite quantile regression for correlated data
- EM algorithm in Gaussian copula with missing data
- The empirical Cressie-Read test statistics for longitudinal generalized linear models
- A new orthogonality-based estimation for varying-coefficient partially linear models
- Generalized growth curve models for longitudinal data in application to a randomized controlled trial
- Efficient estimation in the partially linear quantile regression model for longitudinal data
- Inference functions and quadratic score tests
- Time-varying correlation structure estimation and local-feature detection for spatio-temporal data
- Pursuit of dynamic structure in quantile additive models with longitudinal data
- A new scope of penalized empirical likelihood with high-dimensional estimating equations
- Improved empirical likelihood inference and variable selection for generalized linear models with longitudinal nonignorable dropouts
- Generalized partial linear models with nonignorable dropouts
- Empirical likelihood in generalized linear models with working covariance matrix
- Partitioned method of valid moment marginal model with Bayes interval estimates for correlated binary data with time-dependent covariates
- Joint integrative analysis of multiple data sources with correlated vector outcomes
- On post dimension reduction statistical inference
- Test of significance for high-dimensional longitudinal data
- Penalized quadratic inference function-based variable selection for generalized partially linear varying coefficient models with longitudinal data
- Estimation and model selection in generalized additive partial linear models for correlated data with diverging number of covariates
- Partially linear single index models for repeated measurements
- Robust estimation of generalized estimating equations with finite mixture correlation matrices and missing covariates at random for longitudinal data
- Bilinear form test statistics for extremum estimation
- Feature screening for ultrahigh-dimensional additive logistic models
- Quantile regression for panel count data based on quadratic inference functions
- Marginal quantile regression for varying coefficient models with longitudinal data
- Weighted quantile regression in varying-coefficient model with longitudinal data
- Two-step estimation for longitudinal data when the working correlation matrix is a linear combination of some known matrices
- Weighted quantile regression for longitudinal data
- QR decomposition based orthogonality estimation for partially linear models with longitudinal data
- Weighted quantile regression for longitudinal data using empirical likelihood
- Asymptotics for least product relative error estimation and empirical likelihood with longitudinal data
- Estimation and model identification of longitudinal data time-varying nonparametric models
- Model specification test in a semiparametric regression model for longitudinal data
- GEE analysis for longitudinal single-index quantile regression
- Robust maximum L_q-likelihood estimation of joint mean-covariance models for longitudinal data
- Modeling strategies in longitudinal data analysis: covariate, variance function and correlation structure selection
- Robust testing with generalized partial linear models for longitudinal data
- The indirect method: inference based on intermediate statistics -- a synthesis and examples
- Variable selection for generalized varying coefficient models with longitudinal data
- Semiparametric generalized estimating equations in misspecified models
- Information in generalized method of moments estimation and entropy-based moment selection
- Merging multiple longitudinal studies with study-specific missing covariates: a joint estimating function approach
- Modelling of covariance structures in generalised estimating equations for longitudinal data
- Generalized method of moments for additive hazards model with clustered dental survival data
- A comparison of utilized and theoretical covariance weighting matrices on the estimation performance of quadratic inference functions
- Efficient estimation for semi-varying coefficient model with an invertible linear process error
- Longitudinal data analysis using the conditional empirical likelihood method
- Efficient pairwise composite likelihood estimation for spatial-clustered data
- Generalized empirical likelihood inference in generalized linear models for longitudinal data
- A study of quadratic inference functions with alternative weighting matrices
- Simple and fast overidentified rank estimation for right-censored length-biased data and backward recurrence time
- A profile likelihood approach for longitudinal data analysis
- Parameter estimation for a generalized semiparametric model with repeated measurements
- Efficient parameter estimation in longitudinal data analysis using a hybrid GEE method
- Comparison of hybrid GEE method and QIF method
- Automatic variable selection for longitudinal generalized linear models
- Automatic variable selection for varying coefficient models with longitudinal data
- Assessing robustness of generalised estimating equations and quadratic inference functions
- Analysis of GEE with a mixture working correlation matrix for diverging number of covariates
- Longitudinal Principal Component Analysis With an Application to Marketing Data
- Testing for Order-Restricted Hypotheses in Longitudinal Data
- Consistent model selection and data-driven smooth tests for longitudinal data in the estimating equations approach
- Incorporating Correlation for Multivariate Failure Time Data When Cluster Size Is Large
- Partial Linear Models for Longitudinal Data Based on Quadratic Inference Functions
- Robust estimation in joint mean-covariance regression model for longitudinal data
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- Marginal empirical likelihood and sure independence feature screening
- A bias-corrected covariance estimator for improved inference when using an unstructured correlation with quadratic inference functions
- Efficient computational algorithm for optimal allocation in regression models
- Quadratic inference functions for partially linear single-index models with longitudinal data
- Variable selection in linear measurement error models via penalized score functions
- Miscellanea. On the efficiency of regression estimators in generalised linear models for longitudinal data
- Working correlation structure misspecification, estimation and covariate design: Implications for generalised estimating equations performance
- Penalized quadratic inference functions for semiparametric varying coefficient partially linear models with longitudinal data
- Efficient estimation in partially linear single-index models for longitudinal data
- Conditional mix-GEE models for longitudinal data with unspecified random-effects distributions
- Classified mixed model prediction
- Invariance-based estimating equations for skew-symmetric distributions
- APPLIED REGRESSION ANALYSIS BIBLIOGRAPHY UPDATE 2000–2001
- The large sample properties of the solutions of general estimating equations
- Efficient estimation for longitudinal data by combining large-dimensional moment conditions
- Information ratio test for model misspecification in quasi-likelihood inference
- Informative estimation and selection of correlation structure for longitudinal data
- Conditional inference functions for mixed-effects models with unspecified random-effects distri\-bution
- Comparing joint GQL estimation and GMM adaptive estimation in COM-Poisson longitudinal regression model
- Fast forward selection for generalized estimating equations with a large number of predictor variables
- Two-step combined nonparametric likelihood estimation of misspecified semiparametric models
- A distributed and integrated method of moments for high-dimensional correlated data analysis
- Feature screening of quadratic inference functions for ultrahigh dimensional longitudinal data
- Robust statistical inference for longitudinal data with nonignorable dropouts
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