Generalized methods of moments in marginal models for longitudinal data with time-dependent covariates

Marginal Regression Analysis of Longitudinal Data With Time-Dependent Covariates: A Generalised Method of Moments Approach

We develop a new approach to using estimating equations to estimate marginal regression models for longitudinal data with time-dependent covariates. Our approach classifies time-dependent covariates into three types – Types I, II and III. The type of covariate determines what estimating equations can be used involving the covariate. We use the generalised method of moments to make optimal use o...

SAS Macro for Generalized Method of Moments Estimation for Longitudinal Data with Time-Dependent Covariates

Longitudinal data with time-dependent covariates is not readily analyzed as there are inherent, complex correlations due to the repeated measurements on the sampling unit and the feedback process between the covariates in one time period and the response in another. A generalized method of moments (GMM) logistic regression model (Lalonde, Wilson, and Yin 2014) is one method to analyze such corr...

How to Use SAS for GMM Logistic Regression Models for Longitudinal Data with Time-Dependent Covariates

In longitudinal data, it is important to account for the correlation due to repeated measures and timedependent covariates. Generalized method of moments can be used to estimate the coefficients in longitudinal data, although there are currently limited procedures in SAS ® to produce GMM estimates for correlated data. In a recent paper, Lalonde, Wilson, and Yin provided a GMM model for estimati...

Space-time models with time-dependent covariates

Survival Data Analysis with Time-Dependent Covariates Using Generalized Additive Models

We discuss a flexible method for modeling survival data using penalized smoothing splines when the values of covariates change for the duration of the study. The Cox proportional hazards model has been widely used for the analysis of treatment and prognostic effects with censored survival data. However, a number of theoretical problems with respect to the baseline survival function remain unsol...