Iteratively reweighted generalized least squares for estimation and testing with correlated data: An inference function framework

Journal of Computational and Graphical Statistics

Volumn 16, Issue 4, 2007, Pages 925-945

  Loader, Catherine ^a   Pilla, Ramani S ^b,c  

^a UNIVERSITY OF AUCKLAND   (New Zealand)

^b STANFORD UNIVERSITY   (United States)

^c CASE WESTERN RESERVE UNIVERSITY   (United States)

Author keywords

Covariance structure; Generalized estimating equations; Generalized method of moments; IRGLS algorithm; Longitudinal data; QIF LIB; Quadratic inference functions

Indexed keywords

EID: 38049134835     PISSN: 10618600     EISSN: None     Source Type: Journal    
DOI: 10.1198/106186007X238828     Document Type: Article

References (16)

1. Crowder, M. (1995). "On the Use of a Working Correlation Matrix in Using Generalised Linear Models for Repeated Measures," Biometrika, 82, 407-410.
2. Diggle, P. J., Liang, K. Y., and Zeger, S. L. (1994), Analysis of Longitudinal Data, New York: Oxford University Press.
3. Green, P. J. (1984), "Iteratively Reweighted Least Squares for Maximum Likelihood Estimation, and Some Robust and Resistant Alternatives" (with discussion), Journal of the Royal Statistical Society, Series B, 46, 149-192.
4. Hansen, L. (1982), "Large Sample Properties of Generalized Method of Moments Estimators," Econometrica, 50, 1029-1054.
5. Hardin, J. W., and Hilbe, J. M. (2003), Generalized Estimating Equations, Boca Raton, FL: Chapman and Hall/CRC Press.
6. Jones, B., and Kenward, M. G. (1984), "Modeling Binary Data from a Three-Point Cross-over Trial," Statistics in Medicine, 6, 555-564.
7. Liang, K. Y., and Zeger, S. L. (1986), "Longitudinal Data Analysis Using Generalized Linear Models," Biometrika, 73, 12-22.
8. Lindsay, B. G., and Qu, A. (2003), "Inference Functions and Quadratic Score Tests," Statistical Science, 18, 394-410.
9. Loader, C., and Pilla, R. S. (2005), "QIF-LIB: A Software Library for Quadratic Inference Functions," available online at http://www.herine.net/stat/qif/.
10. Nelder, J. A. and Wedderburn, R. W. M. (1972), "Generalized Linead Models," Journal of Royal Statistical Society, Series A, 135, 370-384.
11. Pilla, R. S. (2005), "Inference Under Convex Cone Alternatives for Correlated Data," available online at http: //www.arxiv.org/pdf/math.ST/ 0506522.
12. Pilla, R. S., and Loader, C. (2005), "On Large-Sample Estimation and Testing via Quadratic Inference Functions for Correlated Data," available online at http://www.arxiv.org/pdf/math.ST/0505360.
13. Pilla, R. S., Qu, A., and Loader, C. (2006), "Testing for Order Restricted Hypotheses in Longitudinal Data," Journal of the Royal Statistical Society, Series B, 68, 437-455.
14. Qu, A., Lindsay, B. G., and Li, B. (2000), "Improving Generalised Estimating Equations using Quadratic Inference Functions," Biometrika, 87, 823-836.
15. Thall, P. F., and Vail, S. C. (1990), "Some Covariance Models for Longitudinal Count Data," Biometrics, 46, 657-671.
16. Wedderburn, R. W. M. (1974), "Quasi-likelihood Functions, Generalized Linear Models, and the Gauss-Newton Method," Biometrika, 61, 439-447.