Improving generalised estimating equations using quadratic inference functions
From MaRDI portal
Publication:144284
DOI10.1093/biomet/87.4.823zbMath1028.62045OpenAlexW2084626053MaRDI QIDQ144284
A. Qu, Annie Qu, Bruce G. Lindsay, Bing Li
Publication date: 1 December 2000
Published in: Biometrika (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1093/biomet/87.4.823
longitudinal datageneralised method of momentsquadratic inference functionquasilikelihoodgeneralised estimating equationlinear approximate inverse
Related Items
Feature screening of quadratic inference functions for ultrahigh dimensional longitudinal data ⋮ Robust statistical inference for longitudinal data with nonignorable dropouts ⋮ A note on the estimation and inference with quadratic inference functions for correlated outcomes ⋮ Efficient regression modeling for correlated and overdispersed count data ⋮ Estimation of marginal generalized linear model with subgroup auxiliary information ⋮ Orthogonality-based empirical likelihood inference for varying-coefficient partially nonlinear model with longitudinal data ⋮ Variable selection for longitudinal varying coefficient errors-in-variables models ⋮ Focused information criterion and model averaging for varying-coefficient partially linear models with longitudinal data ⋮ Simultaneous estimation and inference for multiple response variables ⋮ A new orthogonality empirical likelihood for varying coefficient partially linear instrumental variable models with longitudinal data ⋮ Penalized empirical likelihood for generalized linear models with longitudinal data ⋮ Variable selection in generalized estimating equations via empirical likelihood and Gaussian pseudo-likelihood ⋮ Neyman's C(α) test for the shape parameter of the exponential power class ⋮ Smoothed quantile regression with nonignorable dropouts ⋮ Second order expansions of estimators in nonparametric moment conditions models with weakly dependent data ⋮ Misspecified semiparametric model selection with weakly dependent observations ⋮ Model Selection of Generalized Estimating Equation With Divergent Model Size ⋮ Robust penalized empirical likelihood in high dimensional longitudinal data analysis ⋮ Grouped Generalized Estimating Equations for Longitudinal Data Analysis ⋮ Estimated Quadratic Inference Function for Correlated Failure Time Data ⋮ Multivariate online regression analysis with heterogeneous streaming data ⋮ Improved composite quantile regression and variable selection with nonignorable dropouts ⋮ Regression estimation of the marginal models with general relative risk form for multivariate failure time data ⋮ Penalized empirical likelihood for high-dimensional generalized linear models with longitudinal data ⋮ Robust empirical likelihood inference for partially linear varying coefficient models with longitudinal data ⋮ Unified variable selection for varying coefficient models with longitudinal data ⋮ Real-Time Regression Analysis of Streaming Clustered Data With Possible Abnormal Data Batches ⋮ Multikink Quantile Regression for Longitudinal Data with Application to Progesterone Data Analysis ⋮ Improving estimation efficiency for multivariate failure time data with auxiliary covariates ⋮ Improving marginal hazard ratio estimation using quadratic inference functions ⋮ Bayesian analysis of longitudinal data via empirical likelihood ⋮ Semiparametric penalized quadratic inference functions for longitudinal data in ultra-high dimensions ⋮ Efficient parameter estimation for multivariate accelerated failure time model via the quadratic inference functions method ⋮ Comparison of generalized estimating equations and Quasi-Least Squares regression methods in terms of efficiency with a simulation study ⋮ Asymptotic properties of GEE with diverging dimension of covariates ⋮ Model estimation and selection for partial linear varying coefficient EV models with longitudinal data ⋮ Local polynomial estimation of nonparametric general estimating equations ⋮ Multivariate mix-GEE models for longitudinal data with multiple outcomes ⋮ Penalized estimating equations for generalized linear models with multiple imputation ⋮ Synthesizing secondary data into survival analysis to improve estimation efficiency ⋮ Robust estimation of mean and covariance for longitudinal data with dropouts ⋮ Non parametric regression analysis for longitudinal data with time-depending autoregressive error process ⋮ Conditional Inference Functions for Mixed-Effects Models With Unspecified Random-Effects Distribution ⋮ Comparing Joint GQL Estimation and GMM Adaptive Estimation in COM-Poisson Longitudinal Regression Model ⋮ Criterion for the simultaneous selection of a working correlation structure and either generalized estimating equations or the quadratic inference function approach ⋮ Analyzing Spatially Distributed Binary Data Using Independent‐Block Estimating Equations ⋮ Variable selection and estimation for partially linear single-index models with longitudinal data ⋮ Modeling the Cholesky factors of covariance matrices of multivariate longitudinal data ⋮ On oracle property and asymptotic validity of Bayesian generalized method of moments ⋮ Variable selection for semiparametric errors-in-variables regression model with longitudinal data ⋮ Joint mean–covariance model in generalized partially linear varying coefficient models for longitudinal data ⋮ 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 ⋮ Fast forward selection for generalized estimating equations with a large number of predictor variables ⋮ Adjusting for baseline information in comparing the efficacy of treatments using bivariate varying-coefficient models ⋮ Two-step combined nonparametric likelihood estimation of misspecified semiparametric models ⋮ Quadratic Inference Functions for Varying‐Coefficient Models with Longitudinal Data ⋮ A Distributed and Integrated Method of Moments for High-Dimensional Correlated Data Analysis ⋮ Correlation structure selection for longitudinal data with diverging cluster size ⋮ Moving Block Bootstrap for Analyzing Longitudinal Data ⋮ Improved kth power expectile regression with nonignorable dropouts ⋮ Estimation in quantile regression models for correlated data with diverging number of covariates and large cluster sizes ⋮ Weighted quantile regression for longitudinal data using empirical likelihood ⋮ Semiparametric regression based on quadratic inference function for multivariate failure time data with auxiliary information ⋮ Information in generalized method of moments estimation and entropy-based moment selection ⋮ Efficient classification for longitudinal data ⋮ Partitioned method of valid moment marginal model with Bayes interval estimates for correlated binary data with time-dependent covariates ⋮ Parameter estimation for a generalized semiparametric model with repeated measurements ⋮ Automatic variable selection for longitudinal generalized linear models ⋮ Automatic variable selection for varying coefficient models with longitudinal data ⋮ A moving average Cholesky factor model in covariance modeling for composite quantile regression with longitudinal data ⋮ Efficient Estimation for Semi-varying Coefficient Model with An Invertible Linear Process Error ⋮ Longitudinal data analysis using the conditional empirical likelihood method ⋮ Composite quantile regression for correlated data ⋮ EM algorithm in Gaussian copula with missing data ⋮ Efficient pairwise composite likelihood estimation for spatial-clustered data ⋮ Asymptotics for least product relative error estimation and empirical likelihood with longitudinal data ⋮ APPLIED REGRESSION ANALYSIS BIBLIOGRAPHY UPDATE 2000–2001 ⋮ Estimation and model identification of longitudinal data time-varying nonparametric models ⋮ Model specification test in a semiparametric regression model for longitudinal data ⋮ Generalized Empirical Likelihood Inference in Generalized Linear Models for Longitudinal Data ⋮ Joint integrative analysis of multiple data sources with correlated vector outcomes ⋮ GEE analysis for longitudinal single-index quantile regression ⋮ Robust estimation in joint mean-covariance regression model for longitudinal data ⋮ Marginal empirical likelihood and sure independence feature screening ⋮ A bias-corrected covariance estimator for improved inference when using an unstructured correlation with quadratic inference functions ⋮ Efficient computational algorithm for optimal allocation in regression models ⋮ Quadratic inference functions for partially linear single-index models with longitudinal data ⋮ Variable selection in linear measurement error models via penalized score functions ⋮ Robust maximum \(L_q\)-likelihood estimation of joint mean-covariance models for longitudinal data ⋮ Smoothing combined estimating equations in quantile regression for longitudinal data ⋮ Improving estimation efficiency in quantile regression with longitudinal data ⋮ On post dimension reduction statistical inference ⋮ The analysis of multivariate longitudinal data using multivariate marginal models ⋮ Efficient parameter estimation via Gaussian copulas for quantile regression with longitudinal data ⋮ A note on improving quadratic inference functions using a linear shrinkage approach ⋮ Two-stage empirical likelihood for longitudinal neuroimaging data ⋮ A study of quadratic inference functions with alternative weighting matrices ⋮ Test of significance for high-dimensional longitudinal data ⋮ Penalized quadratic inference functions for semiparametric varying coefficient partially linear models with longitudinal data ⋮ Modeling strategies in longitudinal data analysis: covariate, variance function and correlation structure selection ⋮ A new orthogonality-based estimation for varying-coefficient partially linear models ⋮ Generalized growth curve models for longitudinal data in application to a randomized controlled trial ⋮ Penalized quadratic inference function-based variable selection for generalized partially linear varying coefficient models with longitudinal data ⋮ Efficient estimation in partially linear single‐index models for longitudinal data ⋮ Invariance-based estimating equations for skew-symmetric distributions ⋮ Conditional mix-GEE models for longitudinal data with unspecified random-effects distributions ⋮ Consistent Model Selection and Data-Driven Smooth Tests for Longitudinal Data in the Estimating Equations Approach ⋮ The large sample properties of the solutions of general estimating equations ⋮ Efficient estimation for longitudinal data by combining large-dimensional moment conditions ⋮ Efficient parameter estimation in longitudinal data analysis using a hybrid GEE method ⋮ Efficient estimation in the partially linear quantile regression model for longitudinal data ⋮ Multiple quantile regression analysis of longitudinal data: heteroscedasticity and efficient estimation ⋮ A new scope of penalized empirical likelihood with high-dimensional estimating equations ⋮ Estimation and model selection in generalized additive partial linear models for correlated data with diverging number of covariates ⋮ Penalized quadratic inference functions for single-index models with longitudinal data ⋮ Hierarchical models for repeated binary data using the IBF sampler ⋮ Information Ratio Test for Model Misspecification in Quasi-Likelihood Inference ⋮ Informative Estimation and Selection of Correlation Structure for Longitudinal Data ⋮ Estimation of the disease-specific diagnostic marker distribution under verification bias ⋮ Partially linear single index models for repeated measurements ⋮ Longitudinal data analysis using sufficient dimension reduction method ⋮ Robust testing with generalized partial linear models for longitudinal data ⋮ Incorporating Correlation for Multivariate Failure Time Data When Cluster Size Is Large ⋮ Quantile regression for longitudinal data with a working correlation model ⋮ Marginal semiparametric multivariate accelerated failure time model with generalized estimating equations ⋮ Inference functions and quadratic score tests ⋮ Robust estimation of generalized estimating equations with finite mixture correlation matrices and missing covariates at random for longitudinal data ⋮ Semiparametric Generalized Estimating Equations in Misspecified Models ⋮ The indirect method: inference based on intermediate statistics -- a synthesis and examples ⋮ Partial Linear Models for Longitudinal Data Based on Quadratic Inference Functions ⋮ Classified Mixed Model Prediction ⋮ Time-varying correlation structure estimation and local-feature detection for spatio-temporal data ⋮ Pursuit of dynamic structure in quantile additive models with longitudinal data ⋮ qif ⋮ Improved empirical likelihood inference and variable selection for generalized linear models with longitudinal nonignorable dropouts ⋮ Bilinear form test statistics for extremum estimation ⋮ Merging multiple longitudinal studies with study-specific missing covariates: A joint estimating function approach ⋮ Set-based tests for genetic association in longitudinal studies ⋮ Weighted least squares estimators in possibly misspecified nonlinear regression ⋮ Feature screening for ultrahigh-dimensional additive logistic models ⋮ Quantile regression for panel count data based on quadratic inference functions ⋮ Marginal quantile regression for varying coefficient models with longitudinal data ⋮ Weighted quantile regression in varying-coefficient model with longitudinal data ⋮ Analysis of GEE with a mixture working correlation matrix for diverging number of covariates ⋮ Longitudinal Principal Component Analysis With an Application to Marketing Data ⋮ Testing the significance of cell-cycle patterns in time-course microarray data using nonparametric quadratic inference functions ⋮ Estimation for a marginal generalized single-index longitudinal model ⋮ Two-step estimation for longitudinal data when the working correlation matrix is a linear combination of some known matrices ⋮ Generalized Method of Moments for Additive Hazards Model with Clustered Dental Survival Data ⋮ Local linear regression for data with AR errors ⋮ Generalized partial linear models with nonignorable dropouts ⋮ Testing for Order-Restricted Hypotheses in Longitudinal Data ⋮ Discussion of Fan et al.'s paper ``Gaining efficiency via weighted estimators for multivariate failure time data ⋮ Simple and fast overidentified rank estimation for right-censored length-biased data and backward recurrence time ⋮ A profile likelihood approach for longitudinal data analysis ⋮ A Comparison of Utilized and Theoretical Covariance Weighting Matrices on the Estimation Performance of Quadratic Inference Functions ⋮ Empirical likelihood in generalized linear models with working covariance matrix ⋮ Weighted quantile regression for longitudinal data ⋮ Variable selection for generalized varying coefficient models with longitudinal data ⋮ QR decomposition based orthogonality estimation for partially linear models with longitudinal data