Asymptotically optimal estimating equation with strongly consistent solutions for longitudinal data

DOI10.3103/S1066530710020018zbMATH Open1282.62048arXiv0807.2090OpenAlexW2152958581MaRDI QIDQ2437887FDOQ2437887

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)

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).

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

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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)

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Cited In (6)

• Asymptotic results with generalized estimating equations for longitudinal data
• 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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