On marginal estimation in a semiparametric model for longitudinal data with time-independent covariates

Xuming He; Mi Ok Kim

doi:10.1007/s001840200187

On marginal estimation in a semiparametric model for longitudinal data with time-independent covariates

Xuming He, Mi Ok Kim

Arts & Sciences

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2 Scopus citations

Abstract

We consider M-estimators for a class of semiparametric mixed-effect models without time-dependent covariates and show that the simple marginal estimation method is generally better than the same M-estimator applied to the de-correlated response based on a known or estimated covariance matrix for each subject.

Original language	English
Pages (from-to)	67-74
Number of pages	8
Journal	Metrika
Volume	55
Issue number	1-2
DOIs	https://doi.org/10.1007/s001840200187
State	Published - 2002

Keywords

Efficiency
Longitudinal data
M-estimator
Semiparametric models

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10.1007/s001840200187

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abstract = "We consider M-estimators for a class of semiparametric mixed-effect models without time-dependent covariates and show that the simple marginal estimation method is generally better than the same M-estimator applied to the de-correlated response based on a known or estimated covariance matrix for each subject.",

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AU - Kim, Mi Ok

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AB - We consider M-estimators for a class of semiparametric mixed-effect models without time-dependent covariates and show that the simple marginal estimation method is generally better than the same M-estimator applied to the de-correlated response based on a known or estimated covariance matrix for each subject.

KW - Efficiency

KW - Longitudinal data

KW - M-estimator

KW - Semiparametric models

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M3 - Article

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SP - 67

EP - 74

JO - Metrika

JF - Metrika

IS - 1-2

ER -

On marginal estimation in a semiparametric model for longitudinal data with time-independent covariates

Abstract

Keywords

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