A note on improving quadratic inference functions using a linear shrinkage approach

DOI10.1016/j.spl.2010.12.010zbMath1207.62147OpenAlexW1967913058MaRDI QIDQ631550

Peter X.-K. Song, Peisong Han

Publication date: 14 March 2011

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2010.12.010

zbMATH Keywords

longitudinal dataclinical trialsgeneralized estimating equationsshrinkageestimation efficiency

Mathematics Subject Classification ID

Related Items (7)

A bias-corrected covariance estimator for improved inference when using an unstructured correlation with quadratic inference functions ⋮ Real-Time Regression Analysis of Streaming Clustered Data With Possible Abnormal Data Batches ⋮ A study of quadratic inference functions with alternative weighting matrices ⋮ Criterion for the simultaneous selection of a working correlation structure and either generalized estimating equations or the quadratic inference function approach ⋮ A Distributed and Integrated Method of Moments for High-Dimensional Correlated Data Analysis ⋮ Unnamed Item ⋮ A Comparison of Utilized and Theoretical Covariance Weighting Matrices on the Estimation Performance of Quadratic Inference Functions

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
• A well-conditioned estimator for large-dimensional covariance matrices
• Correlated data analysis: modeling, analytics, and applications
• Assessing robustness of generalised estimating equations and quadratic inference functions
• A Random Matrix-Theoretic Approach to Handling Singular Covariance Estimates
• Unnamed Item
• Unnamed Item

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