Building Adaptive Estimating Equations When Inverse of Covariance Estimation is Difficult
From MaRDI portal
Publication:4673756
DOI10.1111/1467-9868.00376zbMath1063.62083OpenAlexW1969815525MaRDI QIDQ4673756
Publication date: 9 May 2005
Published in: Journal of the Royal Statistical Society Series B: Statistical Methodology (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/1467-9868.00376
longitudinal datageneralized method of momentssimulationsinfill asymptoticsgeneralized estimating equationsquasi-likelihoodconjugate gradientquadratic inference function
Related Items
Estimation methods for a flexible INAR(1) COM-Poisson time series model, Orthogonality-based empirical likelihood inference for varying-coefficient partially nonlinear model with longitudinal data, Simultaneous estimation and inference for multiple response variables, A bias-corrected covariance estimator for improved inference when using an unstructured correlation with quadratic inference functions, Regression estimation of the marginal models with general relative risk form for multivariate failure time data, Estimating the parameters of a BINMA Poisson model for a non-stationary bivariate time series, A new orthogonality-based estimation for varying-coefficient partially linear models, Generalized growth curve models for longitudinal data in application to a randomized controlled trial, Modeling longitudinal INMA(1) with COM-Poisson innovation under non-stationarity: application to medical data, Penalized quadratic inference functions for single-index models with longitudinal data, Partially linear single index models for repeated measurements, Incorporating Correlation for Multivariate Failure Time Data When Cluster Size Is Large, Comparing Joint GQL Estimation and GMM Adaptive Estimation in COM-Poisson Longitudinal Regression Model, Criterion for the simultaneous selection of a working correlation structure and either generalized estimating equations or the quadratic inference function approach, Inference functions and quadratic score tests, Variable selection and estimation for partially linear single-index models with longitudinal data, Adjusting for baseline information in comparing the efficacy of treatments using bivariate varying-coefficient models, Quadratic Inference Functions for Varying‐Coefficient Models with Longitudinal Data, Inferential methods for an unconstrained nonstationary BINMA time series process with Poisson innovations, Discussion of Fan et al.'s paper ``Gaining efficiency via weighted estimators for multivariate failure time data
Cites Work
