Asymptotic results with estimating equations for time-evolving clustered data

Asymptotic Results with Generalized Estimating Equations for Longitudinal Data

We consider the marginal models of Liang and Zeger [Biometrika 73 (1986) 13–22] for the analysis of longitudinal data and we develop a theory of statistical inference for such models. We prove the existence , weak consistency and asymptotic normality of a sequence of estimators defined as roots of pseudo-likelihood equations. 1. Introduction. Longitudinal data sets arise in biostatistics and li...

Estimated estimating equations: Semiparametric inference for clustered/longitudinal data

We introduce a flexible marginal modelling approach for statistical inference for clustered/longitudinal data under minimal assumptions. This estimated estimating equations (EEE) approach is semiparametric and the proposed models are fitted by quasi-likelihood regression, where the unknown marginal means are a function of the fixed-effects linear predictor with unknown smooth link, and variance...

Semiparametric Regression for Clustered Data Using Generalized Estimating Equations

We consider estimation in a semiparametric generalized linear model for clustered data using estimating equations. Our results apply to the case where the number of observations per cluster is Ž nite, whereas the number of clusters is large. The mean of the outcome variable Œ is of the form g4Œ5 D X‚C ˆ4T 5, where g4¢5 is a link function, X and T are covariates, ‚ is an unknown parameter vector...

Semiparametri Regression For Clustered Data Using Generalized Estimating Equations

Spurious Regressions with Time-series Data: Further Asymptotic Results

A “spurious regression” is one in which the time-series variables are non-stationary and independent. It is well-known that in this context the OLS parameter estimates and the R converge to functionals of Brownian motions; the “t-ratios” diverge in distribution; and the Durbin-Watson statistic converges in probability to zero. We derive corresponding results for some common tests for the Normal...