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.
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页码：67 / 74
页数：8
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