The Empirical Cressie-Read Test Statistics for Longitudinal Generalized Linear Models
For the marginal longitudinal generalized linear models (GLMs), we develop the empirical Cressie-Read (ECR) test statistic approach which has been proposed for the independent identically distributed (i.i.d.) case. The ECR test statistic includes empirical likelihood as a special case. By adopting t...
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| Main Authors: | , , , |
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| Format: | Article |
| Language: | English |
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Wiley
2014-01-01
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| Series: | Journal of Applied Mathematics |
| Online Access: | http://dx.doi.org/10.1155/2014/738953 |
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| _version_ | 1832555473145954304 |
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| author | Junhua Zhang Ruiqin Tian Suigen Yang Sanying Feng |
| author_facet | Junhua Zhang Ruiqin Tian Suigen Yang Sanying Feng |
| author_sort | Junhua Zhang |
| collection | DOAJ |
| description | For the marginal longitudinal generalized linear models (GLMs), we develop the empirical Cressie-Read (ECR) test statistic approach which has been proposed for the independent identically
distributed (i.i.d.) case. The ECR test statistic includes empirical likelihood as a special case. By adopting this ECR test statistic approach and taking into account the within-subject correlation, the efficiency theory results of estimation and testing based on ECR are established under some regularity conditions. Although a working
correlation matrix is assumed, there is no need to estimate the nuisance parameters in the working correlation matrix based on the quadratic inference function (QIF). Therefore, the proposed ECR test statistic is asymptotically a standard χ2 limit under the null hypothesis. It is shown that the proposed method is more efficient even when the working correlation matrix is misspecified. We also evaluate the finite sample performance of the proposed methods via simulation studies and a real data analysis. |
| format | Article |
| id | doaj-art-701d2b352fc7405885706624e6775b15 |
| institution | Kabale University |
| issn | 1110-757X 1687-0042 |
| language | English |
| publishDate | 2014-01-01 |
| publisher | Wiley |
| record_format | Article |
| series | Journal of Applied Mathematics |
| spelling | doaj-art-701d2b352fc7405885706624e6775b152025-02-03T05:48:11ZengWileyJournal of Applied Mathematics1110-757X1687-00422014-01-01201410.1155/2014/738953738953The Empirical Cressie-Read Test Statistics for Longitudinal Generalized Linear ModelsJunhua Zhang0Ruiqin Tian1Suigen Yang2Sanying Feng3College of Mechanical Engineering, Beijing Information Science and Technology University, Beijing 100192, ChinaCollege of Applied Sciences, Beijing University of Technology, Beijing 100124, ChinaCollege of Applied Sciences, Beijing University of Technology, Beijing 100124, ChinaCollege of Applied Sciences, Beijing University of Technology, Beijing 100124, ChinaFor the marginal longitudinal generalized linear models (GLMs), we develop the empirical Cressie-Read (ECR) test statistic approach which has been proposed for the independent identically distributed (i.i.d.) case. The ECR test statistic includes empirical likelihood as a special case. By adopting this ECR test statistic approach and taking into account the within-subject correlation, the efficiency theory results of estimation and testing based on ECR are established under some regularity conditions. Although a working correlation matrix is assumed, there is no need to estimate the nuisance parameters in the working correlation matrix based on the quadratic inference function (QIF). Therefore, the proposed ECR test statistic is asymptotically a standard χ2 limit under the null hypothesis. It is shown that the proposed method is more efficient even when the working correlation matrix is misspecified. We also evaluate the finite sample performance of the proposed methods via simulation studies and a real data analysis.http://dx.doi.org/10.1155/2014/738953 |
| spellingShingle | Junhua Zhang Ruiqin Tian Suigen Yang Sanying Feng The Empirical Cressie-Read Test Statistics for Longitudinal Generalized Linear Models Journal of Applied Mathematics |
| title | The Empirical Cressie-Read Test Statistics for Longitudinal Generalized Linear Models |
| title_full | The Empirical Cressie-Read Test Statistics for Longitudinal Generalized Linear Models |
| title_fullStr | The Empirical Cressie-Read Test Statistics for Longitudinal Generalized Linear Models |
| title_full_unstemmed | The Empirical Cressie-Read Test Statistics for Longitudinal Generalized Linear Models |
| title_short | The Empirical Cressie-Read Test Statistics for Longitudinal Generalized Linear Models |
| title_sort | empirical cressie read test statistics for longitudinal generalized linear models |
| url | http://dx.doi.org/10.1155/2014/738953 |
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