Hypothesis Testing for Various Familial Dependence Structures

DOI10.1080/03610910903402580zbMath1182.62207OpenAlexW2063375543MaRDI QIDQ5305503

Roy T. Sabo, Narasinga Rao Chaganty

Publication date: 22 March 2010

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610910903402580

zbMATH Keywords

tablesWald testquasi-least squaresfamilial data

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Estimation in multivariate analysis (62H12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to biology and medical sciences; meta analysis (62P10) Hypothesis testing in multivariate analysis (62H15) Asymptotic properties of parametric tests (62F05)

Cites Work

• Longitudinal data analysis using generalized linear models
• On eliminating the asymptotic bias in the quasi-least squares estimate of the correlation parameter.
• Maximum likelihood estimation of interclass correlations
• Estimation of interclass correlations in familial data
• Estimation of Interclass and Intraclass Correlations in Multivariate Familial Data
• Adaptation of Quasi-Least Squares to Estimate Correlations within a Nuclear Family
• On the correlation between correlations
• Efficiency of Generalized Estimating Equations for Binary Responses
• Testing Hypotheses about Interclass Correlations from Familial Data