Estimated estimating equations: semiparametric inference for clustered and longitudinal data

• 成果类型: Article
• 署名作者: Chiou, JM; Müller, HG
• 署名单位: University of California System; University of California Davis; Academia Sinica - Taiwan
• 刊物名称: JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-STATISTICAL METHODOLOGY
• ISSN/ISSBN: 1369-7412
• DOI: 10.1111/j.1467-9868.2005.00514.x
• 发表日期: 2005
• 页码: 531-553
• 关键词: GENERALIZED LINEAR-MODELS; quasi-likelihood regression; mixed models; variance functions; covariance-models; binary data; count data; overdispersion; matrix; link

摘要

We introduce a flexible marginal modelling approach for statistical inference for clustered and longitudinal data under minimal assumptions. This estimated estimating equations approach is semiparametric and the proposed models are fitted by quasi-likelihood regression, where the unknown marginal means are a function of the fixed effects linear predictor with unknown smooth link, and variance-covariance is an unknown smooth function of the marginal means. We propose to estimate the nonparametric link and variance-covariance functions via smoothing methods, whereas the regression parameters are obtained via the estimated estimating equations. These are score equations that contain nonparametric function estimates. The proposed estimated estimating equations approach is motivated by its flexibility and easy implementation. Moreover, if data follow a generalized linear mixed model, with either a specified or an unspecified distribution of random effects and link function, the model proposed emerges as the corresponding marginal (population-average) version and can be used to obtain inference for the fixed effects in the underlying generalized linear mixed model, without the need to specify any other components of this generalized linear mixed model. Among marginal models, the estimated estimating equations approach provides a flexible alternative to modelling with generalized estimating equations. Applications of estimated estimating equations include diagnostics and link selection. The asymptotic distribution of the proposed estimators for the model parameters is derived, enabling statistical inference. Practical illustrations include Poisson modelling of repeated epileptic seizure counts and simulations for clustered binomial responses.