The Empirical Cressie-Read Test Statistics for Longitudinal Generalized Linear Models
Joint Authors
Tian, Ruiqin
Yang, Suigen
Feng, Sanying
Zhang, Junhua
Source
Journal of Applied Mathematics
Issue
Vol. 2014, Issue 2014 (31 Dec. 2014), pp.1-13, 13 p.
Publisher
Hindawi Publishing Corporation
Publication Date
2014-03-18
Country of Publication
Egypt
No. of Pages
13
Main Subjects
Abstract EN
For the marginal longitudinal generalized linear models (GLMs), we develop the empirical Cressie-Read (ECR) test statistic approach which has been proposed for the independent identically distributed (i.i.d.) case.
The ECR test statistic includes empirical likelihood as a special case.
By adopting this ECR test statistic approach and taking into account the within-subject correlation, the efficiency theory results of estimation and testing based on ECR are established under some regularity conditions.
Although a working correlation matrix is assumed, there is no need to estimate the nuisance parameters in the working correlation matrix based on the quadratic inference function (QIF).
Therefore, the proposed ECR test statistic is asymptotically a standard χ2 limit under the null hypothesis.
It is shown that the proposed method is more efficient even when the working correlation matrix is misspecified.
We also evaluate the finite sample performance of the proposed methods via simulation studies and a real data analysis.
American Psychological Association (APA)
Zhang, Junhua& Tian, Ruiqin& Yang, Suigen& Feng, Sanying. 2014. The Empirical Cressie-Read Test Statistics for Longitudinal Generalized Linear Models. Journal of Applied Mathematics،Vol. 2014, no. 2014, pp.1-13.
https://search.emarefa.net/detail/BIM-494810
Modern Language Association (MLA)
Zhang, Junhua…[et al.]. The Empirical Cressie-Read Test Statistics for Longitudinal Generalized Linear Models. Journal of Applied Mathematics No. 2014 (2014), pp.1-13.
https://search.emarefa.net/detail/BIM-494810
American Medical Association (AMA)
Zhang, Junhua& Tian, Ruiqin& Yang, Suigen& Feng, Sanying. The Empirical Cressie-Read Test Statistics for Longitudinal Generalized Linear Models. Journal of Applied Mathematics. 2014. Vol. 2014, no. 2014, pp.1-13.
https://search.emarefa.net/detail/BIM-494810
Data Type
Journal Articles
Language
English
Notes
Includes bibliographical references
Record ID
BIM-494810