Weighted empirical likelihood for generalized linear models with longitudinal data

DOI10.1016/J.JSPI.2010.05.007zbMATH Open1205.62098OpenAlexW1981577294MaRDI QIDQ989271FDOQ989271

J. Martínez

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

zbMATH Keywords

longitudinal datageneralized linear modelsempirical likelihoodconfidence region

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Asymptotic properties of nonparametric inference (62G20) Generalized linear models (logistic models) (62J12)

Cites Work

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• Empirical likelihood methods with weakly dependent processes
• Large Sample Properties of Generalized Method of Moments Estimators
• Empirical likelihood ratio confidence regions
• Longitudinal data analysis using generalized linear models
• Empirical likelihood for linear models
• Empirical likelihood and general estimating equations
• Empirical likelihood
• Akaike's Information Criterion in Generalized Estimating Equations
• Empirical likelihood ratio confidence intervals for a single functional
• Empirical likelihood for partially linear models
• Working correlation structure misspecification, estimation and covariate design: Implications for generalised estimating equations performance
• Empirical Likelihood Semiparametric Regression Analysis for Longitudinal Data
• 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
• Empirical likelihood confidence intervals for linear regression coefficients
• Efficient parameter estimation in longitudinal data analysis using a hybrid GEE method

Cited In (21)

• Empirical likelihood for varying-coefficient semiparametric mixed-effects errors-in-variables models with longitudinal data
• Modal regression statistical inference for longitudinal data semivarying coefficient models: generalized estimating equations, empirical likelihood and variable selection
• Robust statistical inference for longitudinal data with nonignorable dropouts
• Robust empirical likelihood inference for longitudinal data
• Improved kth power expectile regression with nonignorable dropouts
• Robust empirical likelihood inference for generalized partial linear models with longitudinal data
• Empirical likelihood for generalized linear models with longitudinal data
• Improved composite quantile regression and variable selection with nonignorable dropouts
• Model selection in the weighted generalized estimating equations for longitudinal data with dropout
• Improved empirical likelihood inference and variable selection for generalized linear models with longitudinal nonignorable dropouts
• Quasi-maximum likelihood estimators in generalized linear models with autoregressive processes
• An efficient and robust inference method based on empirical likelihood in longitudinal data analysis
• Analysis of GEE with a mixture working correlation matrix for diverging number of covariates
• Penalized empirical likelihood for generalized linear models with longitudinal data
• Hypothesis testing in generalized linear models with functional coefficient autoregressive pro\-cesses
• Empirical likelihood inference for threshold autoregressive conditional heteroscedasticity model
• Generalized partial linear models with nonignorable dropouts
• GEE-based Bell model for longitudinal count outcomes
• Penalized empirical likelihood for high-dimensional generalized linear models with longitudinal data
• Variable selection in generalized estimating equations via empirical likelihood and Gaussian pseudo-likelihood
• Asymptotic properties of GEE with diverging dimension of covariates

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