Improving generalised estimating equations using quadratic inference functions
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Cited in
(only showing first 100 items - show all)- 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
- Joint mean-covariance model in generalized partially linear varying coefficient models for longitudinal data
- Estimation for a marginal generalized single-index longitudinal model
- A bias-corrected covariance estimator for improved inference when using an unstructured correlation with quadratic inference functions
- Variable selection and estimation for partially linear single-index models with longitudinal data
- Automatic variable selection for longitudinal generalized linear models
- Marginal analyses of longitudinal data with an informative pattern of observations
- Partial Linear Models for Longitudinal Data Based on Quadratic Inference Functions
- Test of significance for high-dimensional longitudinal data
- Modeling strategies in longitudinal data analysis: covariate, variance function and correlation structure selection
- Penalized empirical likelihood for generalized linear models with longitudinal data
- Variable selection for semiparametric errors-in-variables regression model with longitudinal data
- Analyzing Spatially Distributed Binary Data Using Independent‐Block Estimating Equations
- Smoothing combined estimating equations in quantile regression for longitudinal data
- Hierarchical models for repeated binary data using the IBF sampler
- Parameter estimation for a generalized semiparametric model with repeated measurements
- Variable selection for longitudinal varying coefficient errors-in-variables models
- The indirect method: inference based on intermediate statistics -- a synthesis and examples
- Informative estimation and selection of correlation structure for longitudinal data
- Longitudinal data analysis using the conditional empirical likelihood method
- Two-stage empirical likelihood for longitudinal neuroimaging data
- Unbiased Estimating Equations From Working Correlation Models for Irregularly Timed Repeated Measures
- Quadratic Inference Functions for Varying‐Coefficient Models with Longitudinal Data
- Variable selection for generalized varying coefficient models with longitudinal data
- Automatic variable selection for varying coefficient models with longitudinal data
- Efficient computational algorithm for optimal allocation in regression models
- GEE analysis for longitudinal single-index quantile regression
- qif
- Multiple quantile regression analysis of longitudinal data: heteroscedasticity and efficient estimation
- Working correlation structure misspecification, estimation and covariate design: Implications for generalised estimating equations performance
- Analysis of multivariate longitudinal data using quasi-least squares
- Efficient pairwise composite likelihood estimation for spatial-clustered data
- Invariance-based estimating equations for skew-symmetric distributions
- Penalized quadratic inference functions for semiparametric varying coefficient partially linear models with longitudinal data
- 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
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