Showing 1 - 10 of 29
This paper introduces the robust empirical likelihood (REL) inference for the longitudinal data. We propose the REL method by constructing robust auxiliary random vectors, and employ bounded scores and leverage-based weights in the auxiliary random vectors to achieve robustness against outliers...
Persistent link: https://www.econbiz.de/10008474369
In this paper, we consider robust generalized estimating equations for the analysis of semiparametric generalized partial linear mixed models (GPLMMs) for longitudinal data. We approximate the non-parametric function in the GPLMM by a regression spline, and make use of bounded scores and...
Persistent link: https://www.econbiz.de/10005153305
In this article, we consider variable selection in robust regression models for longitudinal data. We propose a penalized robust estimating equation to estimate the regression parameters and to select the important covariate variables simultaneously. Under some regularity conditions, we show the...
Persistent link: https://www.econbiz.de/10010572302
In this paper, we consider improved estimating equations for semiparametric partial linear models (PLM) for longitudinal data, or clustered data in general. We approximate the non-parametric function in the PLM by a regression spline, and utilize quadratic inference functions (QIF) in the...
Persistent link: https://www.econbiz.de/10005195891
Persistent link: https://www.econbiz.de/10010947277
Persistent link: https://www.econbiz.de/10009215970
Breast cancer is the most common non-skin cancer in women and the second most common cause of cancer-related death in US women. It is well known that the breast cancer survival rate varies with age at diagnosis. For most cancers, the relative survival rate decreases with age, but breast cancer...
Persistent link: https://www.econbiz.de/10008864261
Persistent link: https://www.econbiz.de/10009186107
In this paper, we develop robust estimation for the mean and covariance jointly for the regression model of longitudinal data within the framework of generalized estimating equations (GEE). The proposed approach integrates the robust method and joint mean–covariance regression modeling. Robust...
Persistent link: https://www.econbiz.de/10010848628
In this paper, we develop a new variable selection procedure for quantile varying coefficient models with longitudinal data. The proposed method is based on basis function approximation and a class of group versions of the adaptive LASSO penalty, which penalizes the Lγ norm of the within-group...
Persistent link: https://www.econbiz.de/10011056483