Moment-type estimators for the proportional likelihood ratio model with longitudinal data
成果类型：
Article
署名作者：
Luo, Xiaodong; Tsai, Wei Yann
署名单位：
Icahn School of Medicine at Mount Sinai; Columbia University
刊物名称：
BIOMETRIKA
ISSN/ISSBN：
0006-3444
DOI：
10.1093/biomet/asu055
发表日期：
2015
页码：
121134
关键词：
摘要：
Luo & Tsai, Biometrika 99, 211-22, 2012, proposed a proportional likelihood ratio model and discussed a maximum likelihood method for its parameter estimation. In this paper, we use this model as the marginal distribution to analyse longitudinal data, where the maximum likelihood method is not directly applicable because the joint distribution is not fully specified. We propose a moment-type method that is an extension of the generalized estimating equation method. The resulting estimators are consistent, asymptotically normal and perform well in our simulation study.