Asymptotic results with generalized estimating equations for longitudinal data

From MaRDI portal
Publication:2388345

DOI10.1214/009053604000001255zbMath1069.62019arXivmath/0505600OpenAlexW3103804923MaRDI QIDQ2388345

Raluca M. Balan, Ioana Schiopu Kratina

Publication date: 12 September 2005

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0505600




Related Items (22)

An efficient and robust variable selection method for longitudinal generalized linear modelsAsymptotic results with estimating equations for time-evolving clustered dataA new GEE method to account for heteroscedasticity using asymmetric least-square regressionsSimultaneous Variable Selection and Estimation in Generalized Semiparametric Mixed Effects Modeling of Longitudinal DataGEE-Assisted Forward Regression for Spatial Latent Variable ModelsModel Selection Criterion Based on the Multivariate Quasi‐Likelihood for Generalized Estimating EquationsPenalized Generalized Estimating Equations for High-Dimensional Longitudinal Data AnalysisAutomatic variable selection for longitudinal generalized linear modelsA moving average Cholesky factor model in covariance modeling for composite quantile regression with longitudinal dataAsymptotic Properties of One-Step Weighted $M$-Estimators with Applications to RegressionModel Selection of Generalized Estimating Equation With Divergent Model SizeIndividualized Multidirectional Variable SelectionAsymptotic properties of GEE with diverging dimension of covariatesGEE-Assisted Variable Selection for Latent Variable Models with Multivariate Binary DataGEE analysis of clustered binary data with diverging number of covariatesAsymptotically optimal estimating equation with strongly consistent solutions for longitudinal dataConsistent Model Selection and Data-Driven Smooth Tests for Longitudinal Data in the Estimating Equations ApproachThe large sample properties of the solutions of general estimating equationsUltrahigh dimensional time course feature selectionUnnamed ItemBias-corrected GEE estimation and smooth-threshold GEE variable selection for single-index models with clustered dataAsymptotic theory for longitudinal data with missing responses adjusted by inverse probability weights


Uses Software


Cites Work


This page was built for publication: Asymptotic results with generalized estimating equations for longitudinal data