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
Asymptotic properties of parametric estimators (62F12) Estimation in multivariate analysis (62H12) Generalized linear models (logistic models) (62J12)
Related Items (22)
An efficient and robust variable selection method for longitudinal generalized linear models ⋮ Asymptotic results with estimating equations for time-evolving clustered data ⋮ A new GEE method to account for heteroscedasticity using asymmetric least-square regressions ⋮ Simultaneous Variable Selection and Estimation in Generalized Semiparametric Mixed Effects Modeling of Longitudinal Data ⋮ GEE-Assisted Forward Regression for Spatial Latent Variable Models ⋮ Model Selection Criterion Based on the Multivariate Quasi‐Likelihood for Generalized Estimating Equations ⋮ Penalized Generalized Estimating Equations for High-Dimensional Longitudinal Data Analysis ⋮ Automatic variable selection for longitudinal generalized linear models ⋮ A moving average Cholesky factor model in covariance modeling for composite quantile regression with longitudinal data ⋮ Asymptotic Properties of One-Step Weighted $M$-Estimators with Applications to Regression ⋮ Model Selection of Generalized Estimating Equation With Divergent Model Size ⋮ Individualized Multidirectional Variable Selection ⋮ Asymptotic properties of GEE with diverging dimension of covariates ⋮ GEE-Assisted Variable Selection for Latent Variable Models with Multivariate Binary Data ⋮ GEE analysis of clustered binary data with diverging number of covariates ⋮ Asymptotically optimal estimating equation with strongly consistent solutions for longitudinal data ⋮ Consistent Model Selection and Data-Driven Smooth Tests for Longitudinal Data in the Estimating Equations Approach ⋮ The large sample properties of the solutions of general estimating equations ⋮ Ultrahigh dimensional time course feature selection ⋮ Unnamed Item ⋮ Bias-corrected GEE estimation and smooth-threshold GEE variable selection for single-index models with clustered data ⋮ Asymptotic theory for longitudinal data with missing responses adjusted by inverse probability weights
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Longitudinal data analysis using generalized linear models
- Strong consistency of least squares estimates in multiple regression II
- Consistency and asymptotic normality of the maximum likelihood estimator in generalized linear models
- On the strong law of large numbers for multivariate martingales
- Asymptotic theory in generalized linear models with nuisance scale parameters
- Asymptotics of estimating equations under natural conditions.
- Multivariate statistical modelling based on generalized linear models. With contributions by Wolfgang Hennevogl
- Asymptotics for generalized estimating equations with large cluster sizes
- Strong consistency of maximum quasi-likelihood estimators in generalized linear models with fixed and adaptive designs
This page was built for publication: Asymptotic results with generalized estimating equations for longitudinal data