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Medicine and Health Sciences Commons

Open Access. Powered by Scholars. Published by Universities.®

Singapore Management University

2013

Estimating functions

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Shrinkage Empirical Likelihood Estimator In Longitudinal Analysis With Time-Dependent Covariates: Application To Modeling The Health Of Filipino Children, Denis H. Y. Leung, Dylan S. Small, Jing Qin, Min Zhu Sep 2013

Shrinkage Empirical Likelihood Estimator In Longitudinal Analysis With Time-Dependent Covariates: Application To Modeling The Health Of Filipino Children, Denis H. Y. Leung, Dylan S. Small, Jing Qin, Min Zhu

Research Collection School Of Economics

The method of generalized estimating equations (GEE) is a popular tool for analysing longitudinal (panel) data. Often, the covariates collected are time-dependent in nature, for example, age, relapse status, monthly income. When using GEE to analyse longitudinal data with time-dependent covariates, crucial assumptions about the covariates are necessary for valid inferences to be drawn. When those assumptions do not hold or cannot be verified, Pepe and Anderson (1994, Communications in Statistics, Simulations and Computation 23, 939–951) advocated using an independence working correlation assumption in the GEE model as a robust approach. However, using GEE with the independence correlation assumption may …