Weighted empirical likelihood for generalized linear models with longitudinal data

DOI10.1016/J.JSPI.2010.05.007MaRDI QIDQ989271zbMATHOpenAlexFDO

Authors 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)

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• Empirical Likelihood for a Varying Coefficient Model With Longitudinal Data
• Empirical likelihood
• Empirical likelihood and general estimating equations
• Empirical likelihood confidence intervals for linear regression coefficients
• Empirical likelihood for linear models
• Empirical likelihood for partially linear models
• Empirical likelihood methods with weakly dependent processes
• Empirical likelihood ratio confidence intervals for a single functional
• Empirical likelihood ratio confidence regions
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Cited in

(25)

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

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