Comparing Joint GQL Estimation and GMM Adaptive Estimation in COM-Poisson Longitudinal Regression Model

被引:14
|
作者
Khan, N. Mamode [1 ]
Jowaheer, V. [1 ]
机构
[1] Univ Mauritius, Reduit, Mauritius
关键词
COM-Poisson longitudinal model; Generalized quasi-likelihood estimation; Over-dispersion; Regression effects; Under-dispersion; 62J12; 64C60; ESTIMATING EQUATIONS; COUNT DATA; DISCRETE;
D O I
10.1080/03610918.2012.655831
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
It is of scientific interest to study the application of COM-Poisson model to the case of longitudinal response data, the analysis of which is quite challenging due to the fact that longitudinal responses of a subject are correlated and the correlation pattern is usually unknown. In this article, we extend the COM-Poisson GLM to the generalized linear longitudinal model. We also develop a joint generalized quasi-likelihood estimating equation approach based on a stationary autocorrelation structure for the repeated count data. We further compare the performance of this estimation method with that of Generalized Method of Moments through a simulation study.
引用
收藏
页码:755 / 770
页数:16
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