Bootstrapping longitudinal data with multiple levels of variation
From MaRDI portal
Publication:1662863
DOI10.1016/j.csda.2018.02.004zbMath1469.62124OpenAlexW2792496749WikidataQ130049211 ScholiaQ130049211MaRDI QIDQ1662863
P. Y. O'Shaughnessy, A. H. Welsh
Publication date: 20 August 2018
Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.csda.2018.02.004
Computational methods for problems pertaining to statistics (62-08) Estimation in multivariate analysis (62H12) Generalized linear models (logistic models) (62J12)
Related Items (1)
Cites Work
- Unnamed Item
- Longitudinal data analysis using generalized linear models
- Fast and robust bootstrap
- Bootstrapping for highly unbalanced clustered data
- Generalized bootstrap for estimating equations
- Quasi-likelihood functions
- Models for Longitudinal Data: A Generalized Estimating Equation Approach
- Bootstrapping data with multiple levels of variation
- Miscellanea. On the efficiency of regression estimators in generalised linear models for longitudinal data
- Robust Restricted Maximum Likelihood in Mixed Linear Models
- On the Accuracy of Efficiency of Estimating Equation Approach
- On the use of a working correlation matrix in using generalised linear models for repeated measures
- Bootstrapping Clustered Data
- Bootstrapping Robust Estimates for Clustered Data
- Unbiased Estimating Equations From Working Correlation Models for Irregularly Timed Repeated Measures
This page was built for publication: Bootstrapping longitudinal data with multiple levels of variation