Efficient estimation for rank-based regression with clustered data
Data(s) |
2012
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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 | |
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 |