Remarks on asymptotic efficient estimation for regression effects in stationary and nonstationary models for panel count data

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

zbMATH Keywords

regression parametersconditional autocorrelationsconsistency and efficiencygeneralized quasi-likelihood estimating equationsnonstationary countsrandom effects causing overdispersion

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Point estimation (62F10)

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Cites Work

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• 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

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