Asymptotic results with generalized estimating equations for longitudinal data

被引：38

作者：

Balan, RM ^{[1
]}

Schiopu-Kratina, I

机构：

[1] Univ Ottawa, Dept Math & Stat, Ottawa, ON K1N 6N5, Canada

[2] STAT Canada, Ottawa, ON K1A 0T6, Canada

来源：

ANNALS OF STATISTICS | 2005年 / 33卷 / 02期

关键词：

generalized estimating equations; generalized linear model; consistency; asymptotic normality;

D O I：

10.1214/009053604000001255

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

We consider the marginal models of Liang and Zeger [Bioinetrika 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.

引用

页码：522 / 541

页数：20

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