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Metrika

, Volume 55, Issue 1–2, pp 67–74 | Cite as

On marginal estimation in a semiparametric model for longitudinal data with time-independent covariates

  • Xuming He
  • Mi-Ok Kim

Abstract.

We consider M-estimators for a class of semiparametric mixed-effect models without time-dependent covariates and show that the simple marginal estimation method is generally better than the same M-estimator applied to the de-correlated response based on a known or estimated covariance matrix for each subject.

Key words: Efficiency; Longitudinal data; M-estimator; Semiparametric models. 

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Copyright information

© Springer-Verlag Berlin Heidelberg 2002

Authors and Affiliations

  • Xuming He
    • 1
  • Mi-Ok Kim
    • 1
  1. 1.Department of Statistics, University of Illinois, Champaign, IL 61820, USAUS

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