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  • Search: subject:"62F12 Composite likelihood Binary probit Clustered data Longitudinal data"
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62F12 Composite likelihood Binary probit Clustered data Longitudinal data 1 62H12 secondary 1 primary 1
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Joe, Harry 1 Lee, Youngjo 1
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Journal of Multivariate Analysis 1
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On weighting of bivariate margins in pairwise likelihood
Joe, Harry; Lee, Youngjo - In: Journal of Multivariate Analysis 100 (2009) 4, pp. 670-685
Composite and pairwise likelihood methods have recently been increasingly used. For clustered data with varying cluster sizes, we study asymptotic relative efficiencies for various weighted pairwise likelihoods, with weight being a function of cluster size. For longitudinal data, we also study...
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