In this paper we investigate the properties of the information matrices and asymptotic covariances of the constrained maximum likelihood estimates (MLE) in case-control studies. Since in a case-control study samples are stratified on case-control status, the sampling scheme is different from the...

In this article, we study a partially linear single-index model for longitudinal data under a general framework which includes both the sparse and dense longitudinal data cases. A semiparametric estimation method based on the combination of the local linear smoothing and generalized estimation...

type="main" xml:id="sjos12034-abs-0001" <title type="main">Abstract</title>We study the focused information criterion and frequentist model averaging and their application to post-model-selection inference for weighted composite quantile regression (WCQR) in the context of the additive partial linear models. With the...

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...

In Easton and Ronchetti (1986), a method of general saddlepoint approximations is proposed and shown useful, especially in the case of small sample sizes. A possible improvement of the method is suggested to prevent its potential deficiencies and increase its applicability. Easton and...