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Generalized methods of moments in marginal models for longitudinal data with time-dependent covariates
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  • Generalized methods of moments in marginal models for longitudinal data with time-dependent covariates
  • Generalized methods of moments in marginal models for longitudinal data with time-dependent covariates
저자명
Cho. Gyo-Young,Dashnyam. Oyunchimeg
간행물명
한국데이터정보과학회지
권/호정보
2013년|24권 4호|pp.877-883 (7 pages)
발행정보
한국데이터정보과학회
파일정보
정기간행물|ENG|
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이 논문은 한국과학기술정보연구원과 논문 연계를 통해 무료로 제공되는 원문입니다.
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기타언어초록

The quadratic inference functions (QIF) method proposed by Qu et al. (2000) and the generalized method of moments (GMM) for marginal regression analysis of longitudinal data with time-dependent covariates proposed by Lai and Small (2007) both are the methods based on generalized method of moment (GMM) introduced by Hansen (1982) and both use generalized estimating equations (GEE). Lai and Small (2007) divided time-dependent covariates into three types such as: Type I, Type II and Type III. In this paper, we compared these methods in the case of Type II and Type III in which full covariates conditional mean assumption (FCCM) is violated and interested in whether they can improve the results of GEE with independence working correlation. We show that in the marginal regression model with Type II time-dependent covariates, GMM Type II of Lai and Small (2007) provides more ecient result than QIF and for the Type III time-dependent covariates, QIF with independence working correlation and GMM Type III methods provide the same results. Our simulation study showed the same results.