On a Unified Generalized Quasi–likelihood Approach for Familial–Longitudinal Non‐Stationary Count Data

Brajendra C. Sutradhar, Vandna Jowaheer and Gary Sneddon

Scandinavian Journal of Statistics, 2008, vol. 35, issue 4, 597-612

Abstract: Abstract. In this paper, conditional on random family effects, we consider an auto‐regression model for repeated count data and their corresponding time‐dependent covariates, collected from the members of a large number of independent families. The count responses, in such a set up, unconditionally exhibit a non‐stationary familial–longitudinal correlation structure. We then take this two‐way correlation structure into account, and develop a generalized quasilikelihood (GQL) approach for the estimation of the regression effects and the familial correlation index parameter, whereas the longitudinal correlation parameter is estimated by using the well‐known method of moments. The performance of the proposed estimation approach is examined through a simulation study. Some model mis‐specification effects are also studied. The estimation methodology is illustrated by analysing real life healthcare utilization count data collected from 36 families of size four over a period of 4 years.

Date: 2008
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https://doi.org/10.1111/j.1467-9469.2008.00607.x

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Persistent link: https://EconPapers.repec.org/RePEc:bla:scjsta:v:35:y:2008:i:4:p:597-612

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