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https://doi.org/10.1002/cjs.10129
Title: | Improving variance function estimation in semiparametric longitudinal data analysis | Authors: | Leng, C. Tang, C.Y. |
Keywords: | Asymptotic relative efficiency Local linear estimator Longitudinal data analysis Variance function estimation |
Issue Date: | Dec-2011 | Citation: | Leng, C., Tang, C.Y. (2011-12). Improving variance function estimation in semiparametric longitudinal data analysis. Canadian Journal of Statistics 39 (4) : 656-670. ScholarBank@NUS Repository. https://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. © 2011 Statistical Society of Canada. | Source Title: | Canadian Journal of Statistics | URI: | http://scholarbank.nus.edu.sg/handle/10635/105178 | ISSN: | 03195724 | DOI: | 10.1002/cjs.10129 |
Appears in Collections: | Staff Publications |
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