A novel robust approach for analysis of longitudinal data
From MaRDI portal
Publication:2419149
DOI10.1016/j.csda.2019.04.002OpenAlexW2936922357MaRDI QIDQ2419149
Wanghong Xu, Yuexia Zhang, Guoyou Qin, Zhong-yi Zhu
Publication date: 29 May 2019
Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.csda.2019.04.002
Computational methods for problems pertaining to statistics (62-08) Applications of statistics to biology and medical sciences; meta analysis (62P10) Robustness and adaptive procedures (parametric inference) (62F35)
Related Items (3)
Robust estimation of models for longitudinal data with dropouts and outliers ⋮ Empirical likelihood inference for longitudinal data with covariate measurement errors: an application to the LEAN study ⋮ Robust estimation in linear regression models for longitudinal data with covariate measurement errors and outliers
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Longitudinal data analysis using generalized linear models
- Random-Effects Models for Longitudinal Data
- High breakdown-point and high efficiency robust estimates for regression
- Empirical likelihood inference in partially linear single-index models for longitudinal data
- Robust estimation of covariance parameters in partial linear model for longitudinal data
- Robust variable selection using least angle regression and elemental set sampling
- Logistic regression diagnostics
- An efficient and robust variable selection method for longitudinal generalized linear models
- Robust regression: Asymptotics, conjectures and Monte Carlo
- Semiparametric GEE analysis in partially linear single-index models for longitudinal data
- Outlier Detection Using Nonconvex Penalized Regression
- Least Median of Squares Regression
- Deletion diagnostics for generalised estimating equations
- Asymptotic behavior of general M-estimates for regression and scale with random carriers
- Maximum Likelihood Approaches to Variance Component Estimation and to Related Problems
- Robust Inference for Generalized Linear Models
- Fully efficient robust estimation, outlier detection, and variable selection via penalized regression
- Robust Regression for Clustered Data with Application to Binary Responses
- Doubly Robust and Efficient Estimators for Heteroscedastic Partially Linear Single-Index Models Allowing high Dimensional Covariates
- Efficient Quantile Regression Analysis With Missing Observations
- A Joint Modelling Approach for Longitudinal Studies
- Robust inference in generalized linear models for longitudinal data
- Estimated Estimating Equations: Semiparametric Inference for Clustered and Longitudinal Data
- Robust Analysis of Generalized Linear Mixed Models
- Robust Estimation in Generalized Partial Linear Models for Clustered Data
This page was built for publication: A novel robust approach for analysis of longitudinal data