Robust statistical inference for longitudinal data with nonignorable dropouts
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variable selectionempirical likelihoodquadratic inference functionmissing not at randomnonresponse instrumentdropout propensity
Nonparametric estimation (62G05) Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Nonparametric robustness (62G35) Applications of statistics to biology and medical sciences; meta analysis (62P10) Generalized linear models (logistic models) (62J12)
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Cites work
- scientific article; zbMATH DE number 1834445 (Why is no real title available?)
- scientific article; zbMATH DE number 795282 (Why is no real title available?)
- A joint modelling approach for longitudinal studies
- A moving average Cholesky factor model in covariance modeling for composite quantile regression with longitudinal data
- A moving average Cholesky factor model in covariance modelling for longitudinal data
- A semiparametric estimation of mean functionals with nonignorable missing data
- An efficient and robust variable selection method for longitudinal generalized linear models
- An instrumental variable approach for identification and estimation with nonignorable nonresponse
- Analysis of longitudinal data by combining multiple dynamic covariance models
- Bayesian quantile regression for longitudinal studies with nonignorable missing data
- Block empirical likelihood for longitudinal partially linear regression models
- Efficient estimation for longitudinal data by combining large-dimensional moment conditions
- Efficient inverse probability weighting method for quantile regression with nonignorable missing data
- Efficient parameter estimation in longitudinal data analysis using a hybrid GEE method
- Empirical Likelihood Semiparametric Regression Analysis for Longitudinal Data
- Empirical likelihood
- Empirical likelihood and general estimating equations
- Empirical likelihood for estimating equations with nonignorably missing data
- Empirical likelihood for generalized linear models with longitudinal data
- Estimating the dimension of a model
- Estimation of Regression Coefficients When Some Regressors Are Not Always Observed
- Extended Bayesian information criteria for model selection with large model spaces
- High breakdown-point and high efficiency robust estimates for regression
- Improving generalised estimating equations using quadratic inference functions
- Informative Drop-Out in Longitudinal Data Analysis
- Informative estimation and selection of correlation structure for longitudinal data
- Large Sample Properties of Generalized Method of Moments Estimators
- Longitudinal data analysis using generalized linear models
- Model‐Assisted Regression Estimators for Longitudinal Data with Nonignorable Dropout
- Penalized high-dimensional empirical likelihood
- Quantile regression for longitudinal data with a working correlation model
- Rank-based estimating equation with non-ignorable missing responses via empirical likelihood
- Robust Estimating Functions and Bias Correction for Longitudinal Data Analysis
- Robust Estimation in Generalized Partial Linear Models for Clustered Data
- Robust estimation in generalized semiparametric mixed models for longitudinal data
- Robust estimation in joint mean-covariance regression model for longitudinal data
- Robust estimation of covariance parameters in partial linear model for longitudinal data
- Robust inference in generalized linear models for longitudinal data
- Semiparametric inverse propensity weighting for nonignorable missing data
- Semiparametric mean-covariance regression analysis for longitudinal data
- Shrinkage tuning parameter selection with a diverging number of parameters
- Smoothing combined estimating equations in quantile regression for longitudinal data
- The Analysis of Categorical Data From Complex Sample Surveys: Chi-Squared Tests for Goodness of Fit and Independence in Two-Way Tables
- Variable Selection for Marginal Longitudinal Generalized Linear Models
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
- Variable selection in robust regression models for longitudinal data
- Weighted empirical likelihood for generalized linear models with longitudinal data
Cited in
(12)- Robust estimation of mean and covariance for longitudinal data with dropouts
- A robust joint modeling approach for longitudinal data with informative dropouts
- Some issues on longitudinal data with nonignorable dropout, a discussion of “Statistical Inference for Nonignorable Missing-Data Problems: A Selective Review” by Niansheng Tang and Yuanyuan Ju
- Analysis of incomplete longitudinal data with informative drop-out and outliers
- Regularized inverse covariance estimation for longitudinal data with informative dropout
- Robust estimation of generalized partially linear model for longitudinal data with dropouts
- Improved empirical likelihood inference and variable selection for generalized linear models with longitudinal nonignorable dropouts
- Robust analysis of longitudinal data with nonignorable missing responses
- An alternative sensitivity approach for longitudinal analysis with dropout
- Robust inference for longitudinal data analysis with non-ignorable and non-monotonic missing values
- Bayesian inference of longitudinal count data with informative dropouts using a zero-inflated negative binomial mixed model
- Doubly robust estimation of partially linear models for longitudinal data with dropouts and measurement error in covariates
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