Asymptotic properties of GEE with diverging dimension of covariates

DOI10.1142/S2010326323500016MaRDI QIDQ6133491zbMATH OpenFDO

Authors Chun-hua Zhu, Qi-Bing Gao, Yi Yao

Publication date 24 July 2023

Published in Random Matrices: Theory and Applications (Search for Journal in Brave)

zbMATH Keywords

asymptotic normalityconsistencygeneralized estimating equationlinear hypothesisdiverging dimension

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07) Generalized linear models (logistic models) (62J12)

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Cited in

(10)

• On the Properties of GEE Estimators in the Presence of Invariant Covariates
• Asymptotic bias of \(C_p\) type criterion for model selection in the GEE when the sample size and the cluster sizes are large
• The large sample properties of the solutions of general estimating equations
• GEE analysis of clustered binary data with diverging number of covariates
• Regularized sandwich estimators for analysis of high-dimensional data using generalized estimating equations
• Asymptotic properties of estimation of penalized generalized estimating equations for two-stage Logit models
• Large sample properties of generalized estimating equations with adaptive designs for longitudinal data
• Asymptotic properties of compound order logit model with diverging number of covariates
• Asymptotic results for GEE with data from complex surveys
• Asymptotics for generalized estimating equations with large cluster sizes

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