Bias-corrected GEE estimation and smooth-threshold GEE variable selection for single-index models with clustered data
نویسندگان
چکیده
منابع مشابه
Bias-corrected GEE estimation and smooth-threshold GEE variable selection for single-index models with clustered data
In this paper, we present a generalized estimating equations based estimation approach and a variable selection procedure for single-index models when the observed data are clustered. Unlike the case of independent observations, bias-correction is necessary when general working correlation matrices are used in the estimating equations. Our variable selection procedure based on smooth-threshold ...
متن کامل‘semiparametric Gee Analysis in Partially Linear Single-index Models for Longitudinal Data’
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 equations (GEE) is introduced to estimate the two parameter vectors as well as the unknown link functi...
متن کاملGeneralized Additive Partial Linear Models for Clustered Data with Diverging Number of Covariates Using Gee
We study flexible modeling of clustered data using marginal generalized additive partial linear models with a diverging number of covariates. Generalized estimating equations are used to fit the model with the nonparametric functions being approximated by polynomial splines. We investigate the asymptotic properties in a “large n, diverging p” framework. More specifically, we establish the consi...
متن کاملRanking Accuracy for Logistic-GEE Models
The logistic Generalized Estimating Equations (logisticGEE) models have been extensively used for analyzing clustered binary data. However, assessing the goodness-of-fit and predictability of these models is problematic due to the fact that no likelihood is available and the observations can be correlated within a cluster. In this paper we propose a new measure for estimating the generalization...
متن کاملGee Analysis of Clustered Binary Data with Diverging Number of Covariates
Clustered binary data with a large number of covariates have become increasingly more common in many scientific disciplines. This paper develops an asymptotic theory for generalized estimating equations (GEE) analysis of clustered binary data when the number of covariates grows to infinity with the number of clusters. In this “large n, diverging p” framework, we provide appropriate regularity c...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Journal of Multivariate Analysis
سال: 2012
ISSN: 0047-259X
DOI: 10.1016/j.jmva.2011.08.009