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Full-Text Articles in Longitudinal Data Analysis and Time Series

Efficient Semiparametric Marginal Estimation For Longitudinal/Clustered Data, Naisyin Wang, Raymond J. Carroll, Xihong Lin Sep 2003

Efficient Semiparametric Marginal Estimation For Longitudinal/Clustered Data, Naisyin Wang, Raymond J. Carroll, Xihong Lin

The University of Michigan Department of Biostatistics Working Paper Series

We consider marginal generalized semiparametric partially linear models for clustered data. Lin and Carroll (2001a) derived the semiparametric efficinet score funtion for this problem in the mulitvariate Gaussian case, but they were unable to contruct a semiparametric efficient estimator that actually achieved the semiparametric information bound. We propose such an estimator here and generalize the work to marginal generalized partially liner models. Asymptotic relative efficincies of the estimation or throughout are investigated. The finite sample performance of these estimators is evaluated through simulations and illustrated using a longtiudinal CD4 count data set. Both theoretical and numerical results indicate that properly …


Estimating Causal Parameters In Marginal Structural Models With Unmeasured Confounders Using Instrumental Variables, Tanya A. Henneman, Mark Johannes Van Der Laan, Alan E. Hubbard Jan 2002

Estimating Causal Parameters In Marginal Structural Models With Unmeasured Confounders Using Instrumental Variables, Tanya A. Henneman, Mark Johannes Van Der Laan, Alan E. Hubbard

U.C. Berkeley Division of Biostatistics Working Paper Series

For statisticians analyzing medical data, a significant problem in determining the causal effect of a treatment on a particular outcome of interest, is how to control for unmeasured confounders. Techniques using instrumental variables (IV) have been developed to estimate causal parameters in the presence of unmeasured confounders. In this paper we apply IV methods to both linear and non-linear marginal structural models. We study a specific class of generalized estimating equations that is appropriate to these data, and compare the performance of the resulting estimator to the standard IV method, a two-stage least squares procedure. Our results are applied to …