Model Selection Criterion Based on the Multivariate Quasi‐Likelihood for Generalized Estimating Equations

DOI10.1111/sjos.12160zbMath1419.62139OpenAlexW1502119655MaRDI QIDQ3460674

Shinpei Imori

Publication date: 8 January 2016

Published in: Scandinavian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/sjos.12160

zbMATH Keywords

model selectiongeneralized estimating equationscorrelation matrixlongitudinal data analysisrisk functionasymptotically unbiased estimatormultivariate quasi-likelihood

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Asymptotic properties of nonparametric inference (62G20) Generalized linear models (logistic models) (62J12)

Cites Work

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• Quasi-likelihood functions
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• Goodness‐of‐fit Tests for GEE with Correlated Binary Data
• Model Selection and Multimodel Inference
• Goodness-of-Fit Tests for GEE Modeling with Binary Responses
• Model Selection for Generalized Estimating Equations Accommodating Dropout Missingness
• Variable Selection for Marginal Longitudinal Generalized Linear Models
• On Information and Sufficiency
• A new look at the statistical model identification

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