Inferences in Binary Dynamic Fixed Models in a Semi-parametric Setup

Brajendra C. Sutradhar () and Nan Zheng
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Brajendra C. Sutradhar: Carleton University
Nan Zheng: Memorial University

Sankhya B: The Indian Journal of Statistics, 2018, vol. 80, issue 2, No 3, 263-291

Abstract: Abstract In a longitudinal setup, the so-called generalized estimating equations approach was a popular inference technique to obtain efficient regression estimates until it was discovered that this approach may in fact yield less efficient estimates than an independence assumption-based estimating equation approach. In this paper, we revisit this inference issue in a semi-parametric longitudinal setup for binary data and find that the semi-parametric generalized estimating equations also encounter similar efficiency drawbacks when compared with independence assumption-based approach. This makes the generalized estimating equations approach unacceptable for correlated data analysis. We analyze the repeated binary data by fitting a semi-parametric binary dynamic model. The non-parametric function and the regression parameters involved in the semi-parametric regression function are estimated by using a semi-parametric generalized quasi-likelihood and a semi-parametric quasi-likelihood approach, respectively, whereas the dynamic dependence, that is, the correlation index parameter of the model is estimated by a semi-parametric method of moments. Asymptotic and finite sample properties of the estimators are discussed. The proposed model and the estimation methodology are also illustrated by reanalyzing the well-known respiratory disease data.

Keywords: Dynamic models for repeated binary responses; GEE approach in semi-parametric setup; Non-parametric function in secondary covariates; Parametric regression in primary covariates; Semi-parametric quasi-likelihood and semi-parametric generalized quasi-likelihood estimation; Time dependent covariates; Primary 62H12; Secondary 62F10; 62F12 (search for similar items in EconPapers)
Date: 2018
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Citations: View citations in EconPapers (3)

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DOI: 10.1007/s13571-018-0160-7

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