Inference functions and quadratic score tests
From MaRDI portal
Publication:1764309
DOI10.1214/ss/1076102427zbMath1055.62047OpenAlexW2095495074MaRDI QIDQ1764309
Publication date: 24 February 2005
Published in: Statistical Science (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/ss/1076102427
likelihoodgeneralized method of momentssemiparametric modelEdgeworth expansionquasi-likelihoodchi-squared testgeneralized estimating equationbootstrappingquadrant inference function
Related Items
Tests for differential Gaussian Bayesian networks based on quadratic inference functions ⋮ Optimal sufficient dimension reduction in regressions with categorical predictors ⋮ Modal simulation and visualization in finite mixture models ⋮ GMM versus GQL inferences for panel count data ⋮ Real-Time Regression Analysis of Streaming Clustered Data With Possible Abnormal Data Batches ⋮ Generalised likelihood profiles for models with intractable likelihoods ⋮ \(R\)-estimates vs. GMM: a theoretical case study of validity and efficiency ⋮ Consistent Model Selection and Data-Driven Smooth Tests for Longitudinal Data in the Estimating Equations Approach ⋮ Bootstrap inference for misspecified moment condition models ⋮ Fast Censored Linear Regression ⋮ Mean and median bias reduction in generalized linear models ⋮ Godambe estimating functions and asymptotic optimal inference ⋮ Weighted least squares estimators in possibly misspecified nonlinear regression ⋮ Oracle, multiple robust and multipurpose calibration in a missing response problem
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Large Sample Properties of Generalized Method of Moments Estimators
- Longitudinal data analysis using generalized linear models
- A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity
- Improving generalised estimating equations using quadratic inference functions
- Small sample properties of alternative forms of the Lagrange multiplier test
- Empirical likelihood ratio confidence regions
- Small sample asymptotic expansions for multivariate M-estimates
- On the bootstrap and confidence intervals
- On the asymptotic accuracy of Efron's bootstrap
- The performance of the likelihood ratio test when the model is incorrect
- Empirical likelihood and general estimating equations
- Efficiency versus robustness: The case for minimum Hellinger distance and related methods
- An alternative approach to the analysis of longitudinal data via generalized estimating equations
- Saddlepoint approximations and tests based on multivariate \(M\)-estimates.
- Saddlepoint approximations for marginal and conditional probabilities of transformed variables
- The jackknife and the bootstrap for general stationary observations
- On Edgeworth expansion and moving block bootstrap for Studentized \(M\)-estimators in multiple linear regression models
- On the relationship between empirical likelihood and empirical saddlepoint approximation for multivariate M-estimators
- A Method of Generating Best Asymptotically Normal Estimates with Application to the Estimation of Bacterial Densities
- The Lagrangian Multiplier Test
- Maximum-Likelihood Estimation of Parameters Subject to Restraints
- Approximation Theorems of Mathematical Statistics
- Hypothesis testing of regression parameters in semiparametric generalized linear models for cluster correlated data
- Better Bootstrap Confidence Intervals
- Empirical likelihood ratio confidence intervals for a single functional
- Prepivoting Test Statistics: A Bootstrap View of Asymptotic Refinements
- Hypothesis Testing with Efficient Method of Moments Estimation
- Miscellanea. Multiple roots in general estimating equations
- Miscellanea. Bartlett adjustment of empirical discrepancy statistics
- A test of missing completely at random for generalised estimating equations with missing data
- An Information-Theoretic Alternative to Generalized Method of Moments Estimation
- One-Step Estimators for Over-Identified Generalized Method of Moments Models
- Goodness‐of‐fit Tests for GEE with Correlated Binary Data
- Testing ignorable missingness in estimating equation approaches for longitudinal data
- The estimating function bootstrap
- Information Theoretic Approaches to Inference in Moment Condition Models
- Goodness-of-Fit Tests for GEE Modeling with Binary Responses
- Analysis of Serially Correlated Data Using Quasi-Least Squares
- Building Adaptive Estimating Equations When Inverse of Covariance Estimation is Difficult
- IX. On the problem of the most efficient tests of statistical hypotheses
- Bootstrap Critical Values for Tests Based on Generalized-Method-of-Moments Estimators
- Higher Order Properties of Gmm and Generalized Empirical Likelihood Estimators
- Linear Statistical Inference and its Applications
- An Optimum Property of Regular Maximum Likelihood Estimation
- Tests of Statistical Hypotheses Concerning Several Parameters When the Number of Observations is Large
- Maximum Likelihood Estimation of Misspecified Models
- The bootstrap and Edgeworth expansion