Pages that link to "Item:Q144284"

The following pages link to Improving generalised estimating equations using quadratic inference functions (Q144284):

Displaying 50 items.

• Miscellanea. On the efficiency of regression estimators in generalised linear models for longitudinal data (Q4267776) (← links)
• Working correlation structure misspecification, estimation and covariate design: Implications for generalised estimating equations performance (Q4455388) (← links)
• Efficient estimation in partially linear single‐index models for longitudinal data (Q4629275) (← links)
• Conditional mix-GEE models for longitudinal data with unspecified random-effects distributions (Q4634805) (← links)
• Classified Mixed Model Prediction (Q4690956) (← links)
• APPLIED REGRESSION ANALYSIS BIBLIOGRAPHY UPDATE 2000–2001 (Q4828900) (← links)
• Information Ratio Test for Model Misspecification in Quasi-Likelihood Inference (Q4916452) (← links)
• Informative Estimation and Selection of Correlation Structure for Longitudinal Data (Q4916506) (← links)
• Conditional Inference Functions for Mixed-Effects Models With Unspecified Random-Effects Distribution (Q4916508) (← links)
• Comparing Joint GQL Estimation and GMM Adaptive Estimation in COM-Poisson Longitudinal Regression Model (Q4921596) (← links)
• Fast forward selection for generalized estimating equations with a large number of predictor variables (Q4979236) (← links)
• Two-step combined nonparametric likelihood estimation of misspecified semiparametric models (Q4987551) (← links)
• A Distributed and Integrated Method of Moments for High-Dimensional Correlated Data Analysis (Q4999158) (← links)
• Feature screening of quadratic inference functions for ultrahigh dimensional longitudinal data (Q5036899) (← links)
• Robust statistical inference for longitudinal data with nonignorable dropouts (Q5044086) (← links)
• A note on the estimation and inference with quadratic inference functions for correlated outcomes (Q5055146) (← links)
• Efficient regression modeling for correlated and overdispersed count data (Q5077960) (← links)
• Estimation of marginal generalized linear model with subgroup auxiliary information (Q5079450) (← links)
• Orthogonality-based empirical likelihood inference for varying-coefficient partially nonlinear model with longitudinal data (Q5079842) (← links)
• Variable selection for longitudinal varying coefficient errors-in-variables models (Q5079930) (← links)
• Focused information criterion and model averaging for varying-coefficient partially linear models with longitudinal data (Q5082709) (← links)
• Simultaneous estimation and inference for multiple response variables (Q5083454) (← links)
• A new orthogonality empirical likelihood for varying coefficient partially linear instrumental variable models with longitudinal data (Q5083950) (← links)
• Penalized empirical likelihood for generalized linear models with longitudinal data (Q5084007) (← links)
• Variable selection in generalized estimating equations via empirical likelihood and Gaussian pseudo-likelihood (Q5085928) (← links)
• Neyman's C(α) test for the shape parameter of the exponential power class (Q5086074) (← links)
• Smoothed quantile regression with nonignorable dropouts (Q5089725) (← links)
• Second order expansions of estimators in nonparametric moment conditions models with weakly dependent data (Q5095205) (← links)
• Misspecified semiparametric model selection with weakly dependent observations (Q5095825) (← links)
• Efficient parameter estimation for multivariate accelerated failure time model via the quadratic inference functions method (Q5108291) (← links)
• Robust estimation of mean and covariance for longitudinal data with dropouts (Q5130240) (← links)
• Non parametric regression analysis for longitudinal data with time-depending autoregressive error process (Q5154096) (← links)
• Variable selection for semiparametric errors-in-variables regression model with longitudinal data (Q5219385) (← links)
• Joint mean–covariance model in generalized partially linear varying coefficient models for longitudinal data (Q5222400) (← links)
• A covariance correction that accounts for correlation estimation to improve finite-sample inference with generalized estimating equations: a study on its applicability with structured correlation matrices (Q5222448) (← links)
• Adjusting for baseline information in comparing the efficacy of treatments using bivariate varying-coefficient models (Q5228597) (← links)
• Moving Block Bootstrap for Analyzing Longitudinal Data (Q5259117) (← links)
• Marginal analyses of longitudinal data with an informative pattern of observations (Q5305471) (← links)
• Criterion for the simultaneous selection of a working correlation structure and either generalized estimating equations or the quadratic inference function approach (Q5420232) (← links)
• Analyzing Spatially Distributed Binary Data Using Independent‐Block Estimating Equations (Q5434923) (← links)
• Quadratic Inference Functions for Varying‐Coefficient Models with Longitudinal Data (Q5492076) (← links)
• Correlation structure selection for longitudinal data with diverging cluster size (Q5507362) (← links)
• Effects of Variance‐Function Misspecification in Analysis of Longitudinal Data (Q5714623) (← links)
• Improved <i>k</i>th power expectile regression with nonignorable dropouts (Q5867698) (← links)
• Estimation in quantile regression models for correlated data with diverging number of covariates and large cluster sizes (Q5875307) (← links)
• Variable selection and estimation for partially linear single-index models with longitudinal data (Q5963730) (← links)
• Modeling the Cholesky factors of covariance matrices of multivariate longitudinal data (Q5964276) (← links)
• On oracle property and asymptotic validity of Bayesian generalized method of moments (Q5964279) (← links)
• Model Selection of Generalized Estimating Equation With Divergent Model Size (Q6039870) (← links)
• Robust penalized empirical likelihood in high dimensional longitudinal data analysis (Q6049408) (← links)