Shrinkage empirical likelihood estimator in longitudinal analysis with time-dependent covariates -- application to modeling the health of Filipino children

DOI10.1111/BIOM.12039MaRDI QIDQ2861948zbMATH OpenOpenAlexWikidataFDO

Authors Denis Heng-Yan Leung, Dylan S. Small, Min Zhu, Jing Qin

Publication date 13 November 2013

Published in Biometrics (Search for Journal in Brave)

Full work available at URL https://ink.library.smu.edu.sg/soe_research/1540

zbMATH Keywords

longitudinal dataempirical likelihoodgeneralized estimating equationsestimating functions

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Applications of statistics to biology and medical sciences; meta analysis (62P10) Ridge regression; shrinkage estimators (Lasso) (62J07)

Recommendations

• On the asymptotic properties of the shrinkage empirical likelihood estimators for longitudinal data
• Generalized estimating equations estimators with longitudinal data
• An alternative approach to the analysis of longitudinal data via generalized estimating equations
• Two-step estimation for longitudinal data when the working correlation matrix is a linear combination of some known matrices
• Empirical likelihood for generalized linear models with longitudinal data

Cites work

• scientific article; zbMATH DE number 1779492 (Why is no real title available?)
• A Caveat Concerning Independence Estimating Equations with Multivariate Binary Data
• A time series analysis of representative agent models of consumption and leisure choice under uncertainty
• An assessment of non-randomized medical treatment of long-term schizophrenia relapse using bivariate binary-response transition models
• Choosing the Number of Instruments
• Consistent Moment Selection Procedures for Generalized Method of Moments Estimation
• Consistent model selection and data-driven smooth tests for longitudinal data in the estimating equations approach
• Diagnostic measures for empirical likelihood of general estimating equations
• Empirical likelihood ratio confidence intervals for a single functional
• Estimation of stochastic volatility models with diagnostics
• Higher Order Properties of Gmm and Generalized Empirical Likelihood Estimators
• Instrumental variable estimation in the presence of many moment conditions
• Large Sample Properties of Generalized Method of Moments Estimators
• Longitudinal data analysis using generalized linear models
• Statistical inference in dynamic panel data models

Cited in

(2)

• On the asymptotic properties of the shrinkage empirical likelihood estimators for longitudinal data
• Marginal quantile regression for longitudinal data analysis in the presence of time-dependent covariates

This page was built for publication: Shrinkage empirical likelihood estimator in longitudinal analysis with time-dependent covariates -- application to modeling the health of Filipino children

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2861948)