Asymptotics of the general GEE estimator for high-dimensional longitudinal data

Xianbin Chen and Juliang Yin

Communications in Statistics - Theory and Methods, 2024, vol. 53, issue 14, 5041-5056

Abstract: In this study, we consider a class of high-dimensional longitudinal data with a large number of covariates, which arises frequently in the fields of bioinformatics and public health studies. In this setting, we study some asymptotic properties of the general generalized estimating equation (GEE) estimator when the dimension of covariates and the sample size reach infinity. Specifically, we establish the existence, consistency, and asymptotic normality of the GEE estimator under appropriate regularity conditions. The performance of the established theory is illustrated using Monte Carlo simulations. The main result of this study is a generalization of the results on natural link functions by considering nonnatural link functions.

Date: 2024
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DOI: 10.1080/03610926.2023.2205045

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