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Improving variance function estimation in semiparametric longitudinal data analysis
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Leng, Chenlei and Tang, Cheng Yong (2011) Improving variance function estimation in semiparametric longitudinal data analysis. Canadian Journal of Statistics, Volume 39 (Number 4). pp. 656-670. doi:10.1002/cjs.10129 ISSN 0319-5724.
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Official URL: http://dx.doi.org/10.1002/cjs.10129
Abstract
We propose an efficient and robust method for variance function estimation in semiparametric longitudinal data analysis. The method utilizes a local log-linear approximation for the variance function and adopts a generalized estimating equation approach to account for within subject correlations. We show theoretically and empirically that our method outperforms estimators using working independence that ignores the correlations.
Nous proposons une méthode robuste et efficace pour l'estimation de la fonction de variance dans une analyse de données longitudinales semi-paramétrique. La méthode utilise une approximation log-linéaire locale pour la fonction de variance et des équations d'estimation généralisées pour prendre en compte la corrélation intrasujets. Nous montrons, tant de façon théorique qu'empirique, que notre méthode surpasse les estimateurs utilisant l'indépendance et qui ne tiennent pas compte des corrélations
Item Type: | Journal Article | ||||||
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Divisions: | Faculty of Science, Engineering and Medicine > Science > Statistics | ||||||
Journal or Publication Title: | Canadian Journal of Statistics | ||||||
Publisher: | Wiley-Blackwell Publishing, Inc. | ||||||
ISSN: | 0319-5724 | ||||||
Official Date: | December 2011 | ||||||
Dates: |
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Volume: | Volume 39 | ||||||
Number: | Number 4 | ||||||
Number of Pages: | 14 | ||||||
Page Range: | pp. 656-670 | ||||||
DOI: | 10.1002/cjs.10129 | ||||||
Status: | Peer Reviewed | ||||||
Publication Status: | Published | ||||||
Access rights to Published version: | Restricted or Subscription Access |
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