Asymptotic results with generalized estimating equations for longitudinal data

• 成果类型: Article
• 署名作者: Balan, RM; Schiopu-Kratina, I
• 署名单位: University of Ottawa; Statistics Canada
• 刊物名称: ANNALS OF STATISTICS
• ISSN/ISSBN: 0090-5364
• DOI: 10.1214/009053604000001255
• 发表日期: 2005
• 页码: 522-541
• 关键词: linear-models; strong consistency

摘要

We consider the marginal models of Liang and Zeger [Bioinetrika 73 (1986) 13-22] for the analysis of longitudinal data and we develop a theory of statistical inference for such models. We prove the existence, weak consistency and asymptotic normality of a sequence of estimators defined as roots of pseudo-likelihood equations.