On marginal estimation in a semiparametric model for longitudinal data with time-independent covariates

被引:3
|
作者
He, XM [1 ]
Kim, MO [1 ]
机构
[1] Univ Illinois, Dept Stat, Champaign, IL 61820 USA
关键词
efficiency; longitudinal data; M-estimator; semiparametric models;
D O I
10.1007/s001840200187
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 M-estimators for a class of semiparametric mixed-effect models without time-dependent covariates and show that the simple marginal estimation method is generally better than the same M-estimator applied to the de-correlated response based on a known or estimated covariance matrix for each subject.
引用
收藏
页码:67 / 74
页数:8
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