Asymptotic Results with Generalized Estimating Equations for Longitudinal data II

R. M. Balan () and Ioana Schiopu-Kratina ()
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R. M. Balan: Department of Mathematics, University of Ottawa, LRSP
Ioana Schiopu-Kratina: Statistics Canada

No lrsp-TRS398, RePAd Working Paper Series from Département des sciences administratives, UQO

Abstract: We consider the marginal models of Liang and Zeger (1986) for the analysis of longitudinal data and we develop a theory of statistical inference for such models. We prove the existence, weak consistency and asymptotic normality of a sequence of estimators defined as roots of pseudo-likelihood equations.

Keywords: Generalized estimating equations; Generalized linear model; Consistency; Asymptotic normality (search for similar items in EconPapers)
JEL-codes: C10 C40 (search for similar items in EconPapers)
Pages: 20 pages
Date: 2004-03-09
New Economics Papers: this item is included in nep-bec
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