On gee-based regression estimators under first moment misspegification

DOI10.1080/03610929908832341zbMATH Open0948.62038OpenAlexW2036828210MaRDI QIDQ4241672FDOQ4241672

Authors: Daniel B. Hall 

Publication date: 22 October 2000

Published in: Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610929908832341

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zbMATH Keywords

longitudinal dataclustered dataquasi-likelihoodestimand

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Estimation in multivariate analysis (62H12)

Cites Work

• Pseudo Maximum Likelihood Methods: Theory
• An Optimum Property of Regular Maximum Likelihood Estimation
• Longitudinal data analysis using generalized linear models
• Robust estimation in heteroscedastic linear models
• Estimating Equations for Parameters in Means and Covariances of Multivariate Discrete and Continuous Responses
• An extended quasi-likelihood function
• Optimal estimating functions, quasi-likelihood and statistical modelling
• An extension of quasi-likelihood estimation

Cited In (3)

• On the Properties of GEE Estimators in the Presence of Invariant Covariates
• Variance function in regression analysis of longitudinal data using the generalized estimating equation approach
• Bias of the structural quasi-score estimator of a measurement error model under misspecification of the regressor distribution

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