Open Access. Powered by Scholars. Published by Universities.®
Physical Sciences and Mathematics Commons™
Open Access. Powered by Scholars. Published by Universities.®
Articles 1 - 1 of 1
Full-Text Articles in Physical Sciences and Mathematics
Weighted Scores Method For Regression Models With Dependent Data, Aristidis K. Nikoloulopoulos, Harry Joe, N. Rao Chaganty
Weighted Scores Method For Regression Models With Dependent Data, Aristidis K. Nikoloulopoulos, Harry Joe, N. Rao Chaganty
Mathematics & Statistics Faculty Publications
There are copula-based statistical models in the literature for regression with dependent data such as clustered and longitudinal overdispersed counts, for which parameter estimation and inference are straightforward. For situations where the main interest is in the regression and other univariate parameters and not the dependence, we propose a "weighted scores method", which is based on weighting score functions of the univariate margins. The weight matrices are obtained initially fitting a discretized multivariate normal distribution, which admits a wide range of dependence. The general methodology is applied to negative binomial regression models. Asymptotic and small-sample efficiency calculations show that our …