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Persistent link: https://www.econbiz.de/10010642476
type="main" xml:id="rssb12065-abs-0001" <title type="main">Summary</title> <p>In longitudinal studies, it is of fundamental importance to understand the dynamics in the mean function, variance function and correlations of the repeated or clustered measurements. For modelling the covariance structure, Cholesky-type...</p>
Persistent link: https://www.econbiz.de/10011148314
Persistent link: https://www.econbiz.de/10010713412
Standard goodness-of-fit tests for a parametric regression model against a series of nonparametric alternatives are based on residuals arising from a fitted model. When a parametric regression model is compared with a nonparametric model, goodness-of-fit testing can be naturally approached by...
Persistent link: https://www.econbiz.de/10005658922
The paper considers estimating a parameter "&bgr;" that defines an estimating function "U"("y", "x", "&bgr;") for an outcome variable "y" and its covariate "x" when the outcome is missing in some of the observations. We assume that, in addition to the outcome and the covariate, a surrogate outcome...
Persistent link: https://www.econbiz.de/10005203031