Remarks on asymptotic efficient estimation for regression effects in stationary and nonstationary models for panel count data
From MaRDI portal
Publication:398202
DOI10.1214/12-BJPS204zbMath1319.62194MaRDI QIDQ398202
R. Prabhakar Rao, Vandna Jowaheer, Brajendra Chandra Sutradhar
Publication date: 12 August 2014
Published in: Brazilian Journal of Probability and Statistics (Search for Journal in Brave)
Full work available at URL: https://projecteuclid.org/euclid.bjps/1396615439
regression parametersconditional autocorrelationsconsistency and efficiencygeneralized quasi-likelihood estimating equationsnonstationary countsrandom effects causing overdispersion
Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Point estimation (62F10)
Related Items
A case study of MCB and SBMH stock transaction using a novel BINMA(1) with non-stationary NB correlated innovations, Computing with bivariate COM-Poisson model under different copulas, Estimation methods for a flexible INAR(1) COM-Poisson time series model, Communication in Statistics-Theory and methods improved GQL estimation method for the generalised BINMA(1) model, A flexible observation-driven stationary bivariate negative binomial INAR(1) with non-homogeneous levels of over-dispersion, BINMA(1) model with COM-Poisson innovations: Estimation and application, BINAR(1) negative binomial model for bivariate non-stationary time series with different over-dispersion indices, Improved mixed model for longitudinal data analysis using shrinkage method, A GQL estimation approach for analysing non-stationary over-dispersed BINAR(1) time series, Analyzing the full BINMA time series process using a robust GQL approach, Inferences in semi-parametric dynamic mixed models for longitudinal count data, A non‐stationary bivariate INAR(1) process with a simple cross‐dependence: Estimation with some properties, Estimating the parameters of a BINMA Poisson model for a non-stationary bivariate time series, Comparative GMM and GQL logistic regression models on hierarchical data, A BINAR(1) time-series model with cross-correlated COM–Poisson innovations, Semi-parametric models for negative binomial panel data, Inferences in longitudinal count data models with measurement errors in time dependent covariates, Longitudinal Mixed Models with t Random Effects for Repeated Count and Binary Data, Modeling longitudinal INMA(1) with COM-Poisson innovation under non-stationarity: application to medical data, Modelling a non-stationary BINAR(1) Poisson process, Inferential methods for an unconstrained nonstationary BINMA time series process with Poisson innovations
Cites Work
- Unnamed Item
- Unnamed Item
- Dynamic mixed models for familial longitudinal data
- GMM versus GQL inferences for panel count data
- Distribution-free estimation of some nonlinear panel data models
- An overview on regression models for discrete longitudinal responses
- Consistent Estimators in Generalized Linear Mixed Models
- Approximate Inference in Generalized Linear Mixed Models
