Robust inference in generalized linear models for longitudinal data
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- scientific article; zbMATH DE number 5280043
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Cites work
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Cited in
(23)- Variable selection in robust semiparametric modeling for longitudinal data
- Variable selection in robust regression models for longitudinal data
- Robust statistical inference for longitudinal data with nonignorable dropouts
- Robust empirical likelihood inference for longitudinal data
- Parametric simultaneous robust inferences for regression coefficient under generalized linear models
- A consistent simulation-based estimator in generalized linear mixed models
- Adjusted jackknife estimation method in quasi-likelihood model with outliers
- Robust inferences in longitudinal models for binary and count panel data in the presence of outliers
- Robust Estimating Functions and Bias Correction for Longitudinal Data Analysis
- Double robust estimation in longitudinal marginal structural models
- Robust fitting of hidden Markov regression models under a longitudinal setting
- Testing of homogeneity of variance and autocorrelation coefficients of nonlinear mixed models with AR(1) errors based on M-estimation
- Robust analysis of longitudinal data
- Adaptive efficient and double-robust regression based on generalized empirical likelihood
- Assessing robustness of generalised estimating equations and quadratic inference functions
- On the Impact of Parametric Assumptions and Robust Alternatives for Longitudinal Data Analysis
- A novel robust approach for analysis of longitudinal data
- Bayesian weighted quantile joint model for longitudinal and semi-competing risks data
- scientific article; zbMATH DE number 5280043 (Why is no real title available?)
- Robust inference for generalized partially linear mixed models that account for censored responses and missing covariates -- an application to Arctic data analysis
- Testing for autocorrelation and random-effects in nonlinear mixed effects models based on M-estimation
- Robust variable selection in semiparametric mixed effects longitudinal data models
- Sparsity identification in ultra-high dimensional quantile regression models with longitudinal data
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