Efficient estimation for rank-based regression with clustered data


Autoria(s): Fu, Liya; Wang, You-Gan
Data(s)

2012

Resumo

Rank-based inference is widely used because of its robustness. This article provides optimal rank-based estimating functions in analysis of clustered data with random cluster effects. The extensive simulation studies carried out to evaluate the performance of the proposed method demonstrate that it is robust to outliers and is highly efficient given the existence of strong cluster correlations. The performance of the proposed method is satisfactory even when the correlation structure is misspecified, or when heteroscedasticity in variance is present. Finally, a real dataset is analyzed for illustration.

Identificador

http://eprints.qut.edu.au/90436/

Publicador

John Wiley & Sons Inc

Relação

DOI:10.1111/j.1541-0420.2012.01760.x

Fu, Liya & Wang, You-Gan (2012) Efficient estimation for rank-based regression with clustered data. Biometrics, 68(4), pp. 1074-1082.

Fonte

Science & Engineering Faculty

Palavras-Chave #Cluster effects #Efficiency #Exchangeable error structure #Random #effect #Rank regression #Working covariance matrix #estimating equations #longitudinal data #linear-models #bootstrap #errors
Tipo

Journal Article