A two-step estimator for generalized linear models for longitudinal data with time-varying measurement error
From MaRDI portal
(Redirected from Publication:2089288)
Recommendations
- Estimation for a longitudinal linear model with measurement errors
- Two step estimations for a single-index varying-coefficient model with longitudinal data
- Publication:4507921
- A practical extension of the generalized estimating equation approach for longitudinal data
- Miscellanea. On the efficiency of regression estimators in generalised linear models for longitudinal data
- Generalized empirical likelihood inference in partially linear errors-in-variables models with longitudinal data
Cites work
- scientific article; zbMATH DE number 2109186 (Why is no real title available?)
- A General Method for Dealing with Misclassification in Regression: The Misclassification SIMEX
- A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity
- A Maximization Technique Occurring in the Statistical Analysis of Probabilistic Functions of Markov Chains
- An estimating equations approach to fitting latent exposure models with longitudinal health outcomes
- Econometric specification of stochastic discount factor models
- Examples in which misspecification of a random effects distribution reduces efficiency, and possible remedies
- Handling non-ignorable dropouts in longitudinal data: a conditional model based on a latent Markov heterogeneity structure
- Hidden Markov models for time series. An introduction using R
- Identifiability of parameters in latent structure models with many observed variables
- Improved regression calibration
- Inference in finite state space non parametric hidden Markov models and applications
- Initialization of Hidden Markov and Semi‐Markov Models: A Critical Evaluation of Several Strategies
- Latent Markov models for longitudinal data
- Latent Markov models: a review of a general framework for the analysis of longitudinal data with covariates
- Locally efficient semiparametric estimators for functional measurement error models
- Measurement Error in Nonlinear Models
- Measurement Error in the Response in the General Linear Model
- Mixed hidden Markov models for longitudinal data: an overview
- Nonparametric Maximum Likelihood Estimation of a Mixing Distribution
- Nonparametric identification and maximum likelihood estimation for hidden Markov models
- Pseudo maximum likelihood estimation: Theory and applications
- Semiparametric regression for measurement error model with heteroscedastic error
- Simulation-Extrapolation Estimation in Parametric Measurement Error Models
- Three-step estimation of latent Markov models with covariates
- Two-step estimation of models between latent classes and external variables
This page was built for publication: A two-step estimator for generalized linear models for longitudinal data with time-varying measurement error
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2089288)