In the generalized method of moments approach to longitudinal data analysis, unbiased estimating functions can be constructed to incorporate both the marginal mean and the correlation structure of the data. Increasing the number of parameters in the correlation structure corresponds to...

We address the matter of determining whether or not missing data in longitudinal studies are ignorable with regard to quasilikelihood or estimating equations approaches. This involves testing for whether or not the zero-mean property of estimating equations holds true. Chen & Little (1999)...

In the presence of data contamination or outliers, some empirical studies have indicated that the two methods of generalised estimating equations and quadratic inference functions appear to have rather different robustness behaviour. This paper presents a theoretical investigation from the...

In longitudinal studies, mixed-effects models are important for addressing subject-specific effects. However, most existing approaches assume a normal distribution for the random effects, and this could affect the bias and efficiency of the fixed-effects estimator. Even in cases where the...

Identifying an informative correlation structure is important in improving estimation efficiency for longitudinal data. We approximate the empirical estimator of the correlation matrix by groups of known basis matrices that represent different correlation structures, and transform the...