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Asymptotic Results with Generalized Estimating Equations for Longitudinal data II

Author

Listed:
  • R. M. Balan

    (Department of Mathematics, University of Ottawa, LRSP)

  • Ioana Schiopu-Kratina

    (Statistics Canada)

Abstract

We consider the marginal models of Liang and Zeger (1986) for the analysis of longitudinal data and we develop a theory of statistical inference for such models. We prove the existence, weak consistency and asymptotic normality of a sequence of estimators defined as roots of pseudo-likelihood equations.

Suggested Citation

  • R. M. Balan & Ioana Schiopu-Kratina, 2004. "Asymptotic Results with Generalized Estimating Equations for Longitudinal data II," RePAd Working Paper Series lrsp-TRS398, Département des sciences administratives, UQO.
    • Handle: RePEc:pqs:wpaper:0222005
    as

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    File URL: http://www.repad.org/ca/on/lrsp/TRS398.pdf
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    References listed on IDEAS

    as
    1. Lai, T. L. & Robbins, Herbert & Wei, C. Z., 1979. "Strong consistency of least squares estimates in multiple regression II," Journal of Multivariate Analysis, Elsevier, vol. 9(3), pages 343-361, September.
    2. Kaufmann, Heinz, 1987. "On the strong law of large numbers for multivariate martingales," Stochastic Processes and their Applications, Elsevier, vol. 26, pages 73-85.
    3. Yuan, Ke-Hai & Jennrich, Robert I., 1998. "Asymptotics of Estimating Equations under Natural Conditions," Journal of Multivariate Analysis, Elsevier, vol. 65(2), pages 245-260, May.
    Full references (including those not matched with items on IDEAS)

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    More about this item

    Keywords

    Generalized estimating equations; Generalized linear model; Consistency; Asymptotic normality;
    All these keywords.

    JEL classification:

    • C10 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - General
    • C40 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics - - - General

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