Showing 1 - 10 of 28
We develop an easily computed smooth backfitting algorithm for additive model fitting in repeated measures problems. Our methodology easily copes with various settings, such as when some covariates are the same over repeated response measurements. We allow for a working covariance matrix for the...
Persistent link: https://www.econbiz.de/10005018154
Covariate measurement error and missing responses are typical features in longitudinal data analysis. There has been extensive research on either covariate measurement error or missing responses, but relatively little work has been done to address both simultaneously. In this paper, we propose a...
Persistent link: https://www.econbiz.de/10010544463
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...
Persistent link: https://www.econbiz.de/10008553416
With the advent of modern genomic methods to adjust for population stratification, the use of external or publicly available controls has become an attractive option for reducing the cost of large-scale case-control genetic association studies. In this article, we study the estimation of joint...
Persistent link: https://www.econbiz.de/10010683227
We investigate the effects of measurement error on the estimation of nonparametric variance functions. We show that either ignoring measurement error or direct application of the simulation extrapolation, SIMEX, method leads to inconsistent estimators. Nevertheless, the direct SIMEX method can...
Persistent link: https://www.econbiz.de/10005559303
Hjort & Claeskens (2003) developed an asymptotic theory for model selection, model averaging and subsequent inference using likelihood methods in parametric models, along with associated confidence statements. In this article, we consider a semiparametric version of this problem, wherein the...
Persistent link: https://www.econbiz.de/10005559351
We propose a modelling framework to study the relationship between two paired longitudinally observed variables. The data for each variable are viewed as smooth curves measured at discrete time-points plus random errors. While the curves for each variable are summarized using a few important...
Persistent link: https://www.econbiz.de/10005569391
We consider the problem of maximum-likelihood estimation in case-control studies of gene-environment associations with disease when genetic and environmental exposures can be assumed to be independent in the underlying population. Traditional logistic regression analysis may not be efficient in...
Persistent link: https://www.econbiz.de/10005569430
We consider partially linear models of the form Y = X-super-Tβ + ν(Z) + ɛ when the response variable Y is sometimes missing with missingness probability π depending on (X, Z), and the covariate X is measured with error, where ν(z) is an unspecified smooth function. The missingness structure...
Persistent link: https://www.econbiz.de/10005569451
We propose a multiple imputation estimator for parameter estimation in a quantile regression model when some covariates are missing at random. The estimation procedure fully utilizes the entire dataset to achieve increased efficiency, and the resulting coefficient estimators are root-n...
Persistent link: https://www.econbiz.de/10010568087