Model selection for the trend vector model

DOI10.1007/s00357-013-9138-3zbMath1360.62408OpenAlexW2019936812MaRDI QIDQ269111

Mark de Rooij, Hsiu-Ting Yu

Publication date: 18 April 2016

Published in: Journal of Classification (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00357-013-9138-3

zbMATH Keywords

model selectionresampling methodsinformation criterionlongitudinal multinomial datasandwich variance estimator

Mathematics Subject Classification ID

Classification and discrimination; cluster analysis (statistical aspects) (62H30) Applications of statistics to biology and medical sciences; meta analysis (62P10) Generalized linear models (logistic models) (62J12)

Related Items (2)

Transitional modeling of experimental longitudinal data with missing values ⋮ Transitional ideal point models for longitudinal multinomial outcomes

Uses Software

• bootstrap

Cites Work

• Unnamed Item
• Longitudinal data analysis using generalized linear models
• A Covariance Estimator for GEE with Improved Small‐Sample Properties
• Small-Sample Adjustments for Wald-Type Tests Using Sandwich Estimators
• Trend vector models for the analysis of change in continuous time for multiple groups
• Estimating the dimension of a model
• Models for discrete longitudinal data.
• Akaike's Information Criterion in Generalized Estimating Equations
• Deletion diagnostics for generalised estimating equations
• A comparison between bootstrap methods and generalized estimating equations for correlated outcomes in generalized linear models
• A Note on the Efficiency of Sandwich Covariance Matrix Estimation
• Longitudinal Data Analysis
• A new look at the statistical model identification

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