期刊文献+
共找到1篇文章
< 1 >
每页显示 20 50 100
EMPIRICAL LIKELIHOOD APPROACH FOR LONGITUDINAL DATA WITH MISSING VALUES AND TIME-DEPENDENT COVARIATES
1
作者 Yan Zhang Weiping Zhang Xiao Guo 《Annals of Applied Mathematics》 2016年第2期200-220,共21页
Missing data and time-dependent covariates often arise simultaneously in longitudinal studies,and directly applying classical approaches may result in a loss of efficiency and biased estimates.To deal with this proble... Missing data and time-dependent covariates often arise simultaneously in longitudinal studies,and directly applying classical approaches may result in a loss of efficiency and biased estimates.To deal with this problem,we propose weighted corrected estimating equations under the missing at random mechanism,followed by developing a shrinkage empirical likelihood estimation approach for the parameters of interest when time-dependent covariates are present.Such procedure improves efficiency over generalized estimation equations approach with working independent assumption,via combining the independent estimating equations and the extracted additional information from the estimating equations that are excluded by the independence assumption.The contribution from the remaining estimating equations is weighted according to the likelihood of each equation being a consistent estimating equation and the information it carries.We show that the estimators are asymptotically normally distributed and the empirical likelihood ratio statistic and its profile counterpart follow central chi-square distributions asymptotically when evaluated at the true parameter.The practical performance of our approach is demonstrated through numerical simulations and data analysis. 展开更多
关键词 empirical likelihood estimating equations longitudinal data missing at random
原文传递
上一页 1 下一页 到第
使用帮助 返回顶部