Efficient estimation for longitudinal data by combining large-dimensional moment conditions

DOI10.1214/15-EJS1036zbMath1327.62370MaRDI QIDQ491394

Hyunkeun Cho, Annie Qu

Publication date: 25 August 2015

Published in: Electronic Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.ejs/1434988475

zbMATH Keywords

generalized method of momentsmoment selectionprincipal componentsquadratic inference functionsingularity matrix

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25)

Related Items (13)

Integrating Multisource Block-Wise Missing Data in Model Selection ⋮ Robust statistical inference for longitudinal data with nonignorable dropouts ⋮ Joint integrative analysis of multiple data sources with correlated vector outcomes ⋮ Simultaneous estimation and inference for multiple response variables ⋮ Smoothed quantile regression with nonignorable dropouts ⋮ Improved composite quantile regression and variable selection with nonignorable dropouts ⋮ Real-Time Regression Analysis of Streaming Clustered Data With Possible Abnormal Data Batches ⋮ The analysis of multivariate longitudinal data using multivariate marginal models ⋮ Multivariate mix-GEE models for longitudinal data with multiple outcomes ⋮ Improved empirical likelihood inference and variable selection for generalized linear models with longitudinal nonignorable dropouts ⋮ Adjusting for baseline information in comparing the efficacy of treatments using bivariate varying-coefficient models ⋮ Generalized partial linear models with nonignorable dropouts ⋮ Improved kth power expectile regression with nonignorable dropouts

Cites Work

• Large Sample Properties of Generalized Method of Moments Estimators
• Longitudinal data analysis using generalized linear models
• Improving generalised estimating equations using quadratic inference functions
• Hybrid generalized empirical likelihood estimators: instrument selection with adaptive lasso
• Estimating the dimension of a model
• The optimal choice of moments in dynamic panel data models
• Choosing instrumental variables in conditional moment restriction models
• Sparse Models and Methods for Optimal Instruments With an Application to Eminent Domain
• Testing for parameter constancy in general causal time-series models
• Informative Estimation and Selection of Correlation Structure for Longitudinal Data
• Higher Order Properties of Gmm and Generalized Empirical Likelihood Estimators
• Consistent model and moment selection procedures for GMM estimation with application to dynamic panel data models

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