On gee-based regression estimators under first moment misspegification

DOI10.1080/03610929908832341zbMath0948.62038OpenAlexW2036828210MaRDI QIDQ4241672

Daniel B. Hall

Publication date: 22 October 2000

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610929908832341

zbMATH Keywords

longitudinal dataclustered dataquasi-likelihoodestimand

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05)

Related Items (1)

Bias of the structural quasi-score estimator of a measurement error model under misspecification of the regressor distribution

Cites Work

• Longitudinal data analysis using generalized linear models
• Robust estimation in heteroscedastic linear models
• Optimal estimating functions, quasi-likelihood and statistical modelling
• An extension of quasi-likelihood estimation
• Estimating Equations for Parameters in Means and Covariances of Multivariate Discrete and Continuous Responses
• Pseudo Maximum Likelihood Methods: Theory
• An extended quasi-likelihood function
• An Optimum Property of Regular Maximum Likelihood Estimation

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