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

来源：

METRIKA | 2002年 / 55卷 / 1-2期

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

页码：67 / 74

页数：8

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