Rank-based regression with repeated measurements data

被引:29
|
作者
Jung, SH
Ying, ZL
机构
[1] Duke Univ, Dept Biostat & Bioinformat, Durham, NC 27710 USA
[2] Columbia Univ, Dept Stat, New York, NY 10027 USA
关键词
completely random missing; dependent observations; empirical process; estimating equation; heteroscedasticity; linear regression; Wilcoxon rank statistic;
D O I
10.1093/biomet/90.3.732
中图分类号
Q [生物科学];
学科分类号
07 ; 0710 ; 09 ;
摘要
A rank-based regression method is proposed for repeated measurements data. It is a generalisation of the classical Wilcoxon-Mann-Whitney rank statistic for independent observations. The method is valid under a weak condition on the error terms that can accommodate certain heteroscedasticity and within-subject dependency. The asymptotic normality of the proposed estimator is proved using empirical process theory. A variance estimator, shown to be consistent, is also constructed. The proposed method is illustrated using data from a clinical trial on treating labour pain. Robustness and efficiency of the estimator is demonstrated in simulation studies.
引用
收藏
页码:732 / 740
页数:9
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