Showing 1 - 3 of 3
Efficient estimation of parameters is a major objective in analyzing longitudinal data. We propose two generalized empirical likelihood-based methods that take into consideration within-subject correlations. A nonparametric version of the Wilks theorem for the limiting distributions of the...
Persistent link: https://www.econbiz.de/10008553416
We study goodness-of-fit tests for logistic regression models for case-control data when some covariates are measured with error. We first study the applicability of traditional test methods for this problem, simply ignoring measurement error, and show that in some scenarios they are effective...
Persistent link: https://www.econbiz.de/10010613194
We consider partially linear models of the form Y = X-super-Tβ + ν(Z) + ɛ when the response variable Y is sometimes missing with missingness probability π depending on (X, Z), and the covariate X is measured with error, where ν(z) is an unspecified smooth function. The missingness structure...
Persistent link: https://www.econbiz.de/10005569451