Empirical standard errors for longitudinal data mixed linear models

DOI10.1007/BF03372107zbMath1062.62118MaRDI QIDQ1775976

Chunfang Jin, Edward W. Frees

Publication date: 20 May 2005

Published in: Computational Statistics (Search for Journal in Brave)

zbMATH Keywords

heteroscedasticitypanel data modelsresidualsgeneralized linear modelssmall sample propertiessandwich estimatorsjackknife estimatormixed linear models

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Linear regression; mixed models (62J05) Generalized linear models (logistic models) (62J12) Bootstrap, jackknife and other resampling methods (62F40) Monte Carlo methods (65C05)

Cites Work

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• Longitudinal data analysis using generalized linear models
• A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity
• A Covariance Estimator for GEE with Improved Small‐Sample Properties
• On the robust variance estimator in generalised estimating equations
• Pseudo Maximum Likelihood Methods: Theory
• Influence Diagnostics for Linear Longitudinal Models
• A Note on the Efficiency of Sandwich Covariance Matrix Estimation

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