Weighted empirical likelihood for generalized linear models with longitudinal data
From MaRDI portal
Publication:989271
DOI10.1016/j.jspi.2010.05.007zbMath1205.62098OpenAlexW1981577294MaRDI QIDQ989271
Publication date: 19 August 2010
Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jspi.2010.05.007
Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Generalized linear models (logistic models) (62J12)
Related Items
Robust statistical inference for longitudinal data with nonignorable dropouts, An efficient and robust inference method based on empirical likelihood in longitudinal data analysis, Penalized empirical likelihood for generalized linear models with longitudinal data, Variable selection in generalized estimating equations via empirical likelihood and Gaussian pseudo-likelihood, GEE-based Bell model for longitudinal count outcomes, Improved composite quantile regression and variable selection with nonignorable dropouts, Penalized empirical likelihood for high-dimensional generalized linear models with longitudinal data, Asymptotic properties of GEE with diverging dimension of covariates, Hypothesis testing in generalized linear models with functional coefficient autoregressive pro\-cesses, Modal regression statistical inference for longitudinal data semivarying coefficient models: generalized estimating equations, empirical likelihood and variable selection, Quasi-maximum likelihood estimators in generalized linear models with autoregressive processes, Robust empirical likelihood inference for longitudinal data, Improved empirical likelihood inference and variable selection for generalized linear models with longitudinal nonignorable dropouts, Analysis of GEE with a mixture working correlation matrix for diverging number of covariates, Robust empirical likelihood inference for generalized partial linear models with longitudinal data, Empirical likelihood inference for threshold autoregressive conditional heteroscedasticity model, Generalized partial linear models with nonignorable dropouts, Improved kth power expectile regression with nonignorable dropouts, Empirical likelihood for varying-coefficient semiparametric mixed-effects errors-in-variables models with longitudinal data
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Large Sample Properties of Generalized Method of Moments Estimators
- Longitudinal data analysis using generalized linear models
- Empirical likelihood methods with weakly dependent processes
- Empirical likelihood ratio confidence regions
- Empirical likelihood for linear models
- Empirical likelihood confidence intervals for linear regression coefficients
- Empirical likelihood and general estimating equations
- Empirical likelihood for partially linear models
- Akaike's Information Criterion in Generalized Estimating Equations
- Efficient parameter estimation in longitudinal data analysis using a hybrid GEE method
- Empirical Likelihood Semiparametric Regression Analysis for Longitudinal Data
- Empirical likelihood ratio confidence intervals for a single functional
- Working correlation structure misspecification, estimation and covariate design: Implications for generalised estimating equations performance
- Generalized empirical likelihood methods for analyzing longitudinal data
- Empirical Likelihood for a Varying Coefficient Model With Longitudinal Data
- Block empirical likelihood for longitudinal partially linear regression models