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Conditional Inference Functions for Mixed-Effects Models With Unspecified Random-Effects Distribution

随机效应分布未指定时混合效应模型的条件推断函数

In longitudinal studies, mixed-effects models are important for addressing subject-specific effects. However, most existing approaches assume a normal distribution for the random effects, and this could affect the bias and efficiency of the fixed-effects estimator. Even in cases where the estimation of the fixed effects is robust with a misspecified distribution of the random effects, the estimation of the random effects could be invalid. We propose a new approach to…

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Informative Estimation and Selection of Correlation Structure for Longitudinal Data

纵向数据相关结构的信息性估计与选择

Identifying an informative correlation structure is important in improving estimation efficiency for longitudinal data. We approximate the empirical estimator of the correlation matrix by groups of known basis matrices that represent different correlation structures, and transform the correlation structure selection problem to a covariate selection problem. To address both the complexity and the informativeness of the correlation matrix, we minimize an objective function…

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Consistent Model Selection for Marginal Generalized Additive Model for Correlated Data

相关数据边际广义可加模型的一致模型选择

We consider the generalized additive model when responses from the same cluster are correlated. Incorporating correlation in the estimation of nonparametric components for the generalized additive model is important because it improves estimation efficiency and increases statistical power for model selection. In our setting, there is no specified likelihood function for the generalized additive model, because the outcomes could be nonnormal and discrete, which makes…

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Highly Efficient Aggregate Unbiased Estimating Functions Approach for Correlated Data With Missing at Random

随机缺失相关数据的高效聚合无偏估计函数方法

We develop a consistent and highly efficient marginal model for missing at random data using an estimating function approach. Our approach differs from inverse weighted estimating equations (Robins, Rotnitzky, and Zhao 1995) and the imputation method (Paik 1997) in that our approach does not require estimating the probability of missing or imputing the missing response based on assumed models. The proposed method is based on an aggregate unbiased estimating function…

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Consistent Model Selection and Data-Driven Smooth Tests for Longitudinal Data in the Estimating Equations Approach

估计方程框架下纵向数据的一致模型选择与数据驱动光滑检验

Summary Model selection for marginal regression analysis of longitudinal data is challenging owing to the presence of correlation and the difficulty of specifying the full likelihood, particularly for correlated categorical data. The paper introduces a novel Bayesian information criterion type model selection procedure based on the quadratic inference function, which does not require the full likelihood or quasi-likelihood. With probability approaching 1, the criterion…

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Robust Tests in Regression Models With Omnibus Alternatives and Bounded Influence

具有广泛备择与有界影响的稳健回归检验

A robust approach for testing the parametric form of a regression function versus an omnibus alternative is introduced. This generalizes existing robust methods for testing subhypotheses in a regression model. The new test is motivated by developments in modern smoothing-based testing procedures and can be viewed as a robustification of a smoothing-based conditional moment test. It is asymptotically normal under both the null hypothesis and local alternatives. The…

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Testing for Order-Restricted Hypotheses in Longitudinal Data

纵向数据中次序约束假设的检验

Summary In many biomedical studies, we are interested in comparing treatment effects with an inherent ordering. We propose a quadratic score test (QST) based on a quadratic inference function for detecting an order in treatment effects for correlated data. The quadratic inference function is similar to the negative of a log-likelihood, and it provides test statistics in the spirit of a χ2-test for testing nested hypotheses as well as for assessing the goodness of fit of…

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Building Adaptive Estimating Equations When Inverse of Covariance Estimation is Difficult

协方差逆矩阵难以估计时的自适应估计方程

Summary To construct an optimal estimating function by weighting a set of score functions, we must either know or estimate consistently the covariance matrix for the individual scores. In problems with high dimensional correlated data the estimated covariance matrix could be unreliable. The smallest eigenvalues of the covariance matrix will be the most important for weighting the estimating equations, but in high dimensions these will be poorly determined. Generalized…

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