Improving generalised estimating equations using quadratic inference functions

DOI10.1093/BIOMET/87.4.823zbMATH Open1028.62045OpenAlexW2084626053MaRDI QIDQ144284FDOQ144284

Authors: Annie Qu, Bruce G. Lindsay, Bing Li 

Publication date: 1 December 2000

Published in: Biometrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1093/biomet/87.4.823

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zbMATH Keywords

longitudinal dataquasilikelihoodgeneralised estimating equationgeneralised method of momentslinear approximate inversequadratic inference function

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12)

Cited In (only showing first 100 items - show all)

• Robust estimation of mean and covariance for longitudinal data with dropouts
• A new orthogonality-based estimation for varying-coefficient partially linear models
• Longitudinal data analysis using sufficient dimension reduction method
• Modeling the Cholesky factors of covariance matrices of multivariate longitudinal data
• Testing the significance of cell-cycle patterns in time-course microarray data using nonparametric quadratic inference functions
• Penalized quadratic inference function-based variable selection for generalized partially linear varying coefficient models with longitudinal data
• Empirical likelihood in generalized linear models with working covariance matrix
• Robust estimation of generalized estimating equations with finite mixture correlation matrices and missing covariates at random for longitudinal data
• Classified Mixed Model Prediction
• Efficient classification for longitudinal data
• Semiparametric Generalized Estimating Equations in Misspecified Models
• A new scope of penalized empirical likelihood with high-dimensional estimating equations
• Robust maximum \(L_q\)-likelihood estimation of joint mean-covariance models for longitudinal data
• Regression estimation of the marginal models with general relative risk form for multivariate failure time data
• Comparison of generalized estimating equations and Quasi-Least Squares regression methods in terms of efficiency with a simulation study
• Partitioned method of valid moment marginal model with Bayes interval estimates for correlated binary data with time-dependent covariates
• On oracle property and asymptotic validity of Bayesian generalized method of moments
• Correlation structure selection for longitudinal data with diverging cluster size
• On post dimension reduction statistical inference
• Local polynomial estimation of nonparametric general estimating equations
• Weighted quantile regression for longitudinal data using empirical likelihood
• Marginal quantile regression for varying coefficient models with longitudinal data
• Weighted quantile regression in varying-coefficient model with longitudinal data
• Multivariate online regression analysis with heterogeneous streaming data
• Fast forward selection for generalized estimating equations with a large number of predictor variables
• A Distributed and Integrated Method of Moments for High-Dimensional Correlated Data Analysis
• A moving average Cholesky factor model in covariance modeling for composite quantile regression with longitudinal data
• Efficient regression modeling for correlated and overdispersed count data
• Simple and fast overidentified rank estimation for right-censored length-biased data and backward recurrence time
• Comparing joint GQL estimation and GMM adaptive estimation in COM-Poisson longitudinal regression model
• 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
• Time-varying correlation structure estimation and local-feature detection for spatio-temporal data
• QR decomposition based orthogonality estimation for partially linear models with longitudinal data
• Asymptotics for least product relative error estimation and empirical likelihood with longitudinal data
• Model specification test in a semiparametric regression model for longitudinal data
• The analysis of multivariate longitudinal data using multivariate marginal models
• Joint integrative analysis of multiple data sources with correlated vector outcomes
• Pursuit of dynamic structure in quantile additive models with longitudinal data
• Generalized method of moments for additive hazards model with clustered dental survival data
• 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
• Discussion of Fan et al.'s paper ``Gaining efficiency via weighted estimators for multivariate failure time data
• Robust testing with generalized partial linear models for longitudinal data
• Bilinear form test statistics for extremum estimation
• Generalized growth curve models for longitudinal data in application to a randomized controlled trial
• Generalized partial linear models with nonignorable dropouts
• Feature screening for ultrahigh-dimensional additive logistic models
• Quantile regression for panel count data based on quadratic inference functions
• Merging multiple longitudinal studies with study-specific missing covariates: a joint estimating function approach
• Smoothed quantile regression with nonignorable dropouts
• Non parametric regression analysis for longitudinal data with time-depending autoregressive error process
• Two-step estimation for longitudinal data when the working correlation matrix is a linear combination of some known matrices
• Criterion for the simultaneous selection of a working correlation structure and either generalized estimating equations or the quadratic inference function approach
• Moving Block Bootstrap for Analyzing Longitudinal Data
• Effects of Variance‐Function Misspecification in Analysis of Longitudinal Data
• Neyman's C(α) test for the shape parameter of the exponential power class
• Local linear regression for data with AR errors
• Improving marginal hazard ratio estimation using quadratic inference functions
• Partially linear single index models for repeated measurements
• Variable selection in linear measurement error models via penalized score functions
• Semiparametric regression based on quadratic inference function for multivariate failure time data with auxiliary information
• Variable selection for semiparametric errors-in-variables regression model with longitudinal data
• Informative estimation and selection of correlation structure for longitudinal data
• Focused information criterion and model averaging for varying-coefficient partially linear models with longitudinal data
• GEE analysis for longitudinal single-index quantile regression
• Variable selection for generalized varying coefficient models with longitudinal data
• Information ratio test for model misspecification in quasi-likelihood inference
• Incorporating Correlation for Multivariate Failure Time Data When Cluster Size Is Large
• Robust statistical inference for longitudinal data with nonignorable dropouts
• Variable selection and estimation for partially linear single-index models with longitudinal data
• Automatic variable selection for longitudinal generalized linear models
• Efficient parameter estimation in longitudinal data analysis using a hybrid GEE method
• Estimation for a marginal generalized single-index longitudinal model
• Efficient estimation in the partially linear quantile regression model for longitudinal data
• Information in generalized method of moments estimation and entropy-based moment selection
• Two-stage empirical likelihood for longitudinal neuroimaging data
• Robust estimation in joint mean-covariance regression model for longitudinal data
• Marginal empirical likelihood and sure independence feature screening
• Testing for Order-Restricted Hypotheses in Longitudinal Data
• Modeling strategies in longitudinal data analysis: covariate, variance function and correlation structure selection
• Conditional inference functions for mixed-effects models with unspecified random-effects distri\-bution
• Estimation and model selection in generalized additive partial linear models for correlated data with diverging number of covariates
• Partial Linear Models for Longitudinal Data Based on Quadratic Inference Functions
• Efficient pairwise composite likelihood estimation for spatial-clustered data
• Simultaneous estimation and inference for multiple response variables
• Marginal analyses of longitudinal data with an informative pattern of observations
• Analyzing Spatially Distributed Binary Data Using Independent‐Block Estimating Equations
• Smoothing combined estimating equations in quantile regression for longitudinal data
• Analysis of multivariate longitudinal data using quasi-least squares
• Parameter estimation for a generalized semiparametric model with repeated measurements
• Robust empirical likelihood inference for partially linear varying coefficient models with longitudinal data
• Penalized quadratic inference functions for semiparametric varying coefficient partially linear models with longitudinal data
• Weighted least squares estimators in possibly misspecified nonlinear regression
• Assessing robustness of generalised estimating equations and quadratic inference functions
• The indirect method: inference based on intermediate statistics -- a synthesis and examples
• Joint mean–covariance model in generalized partially linear varying coefficient models for longitudinal data
• Marginal semiparametric multivariate accelerated failure time model with generalized estimating equations
• Efficient estimation in partially linear single‐index models for longitudinal data

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