Asymptotically optimal estimating equation with strongly consistent solutions for longitudinal data

DOI10.3103/S1066530710020018MaRDI QIDQ2437887zbMATH OpenOpenAlexFDO

Authors Raluca M. Balan, Laura Dumitrescu, Ioana Schiopu Kratina

Publication date 10 March 2014

Published in Mathematical Methods of Statistics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/0807.2090

zbMATH Keywords

strong consistencylongitudinal datageneralized estimating equationoptimal parameter estimation

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Generalized linear models (logistic models) (62J12)

Abstract: In this article, we introduce a conditional marginal model for longitudinal data, in which the residuals form a martingale difference sequence. This model allows us to consider a rich class of estimating equations, which contains several estimating equations proposed in the literature. A particular sequence of estimating equations in this class contains a random matrix $$, as a replacement for the ``true conditional correlation matrix of the $i$-th individual. Using the approach of [12], we identify some sufficient conditions under which this particular sequence of equations is asymptotically optimal (in our class). In the second part of the article, we identify a second set of conditions, under which we prove the existence and strong consistency of a sequence of estimators of $$, defined as roots of estimation equations which are martingale transforms (in particular, roots of the sequence of asymptotically optimal equations).

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Cited in

(6)

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• Asymptotic results with estimating equations for time-evolving clustered data
• Consistency of the pseudo-likelihood equation for longitudinal data
• Asymptotically optimal estimating equation with strongly consistent solutions for longitudinal data
• Iterative estimating equations: Linear convergence and asymptotic properties
• Projected partial likelihood and its application to longitudinal data

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