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Robust estimation of generalized partially linear model for longitudinal data with dropouts.
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- Author(s): Qin, Guoyou; Zhu, Zhongyi; Fung, Wing
- Source:
Annals of the Institute of Statistical Mathematics; Oct2016, Vol. 68 Issue 5, p977-1000, 24p- Subject Terms:
- Source:
- Additional Information
- Abstract: In this paper, we study the robust estimation of generalized partially linear models (GPLMs) for longitudinal data with dropouts. We aim at achieving robustness against outliers. To this end, a weighted likelihood method is first proposed to obtain the robust estimation of the parameters involved in the dropout model for describing the missing process. Then, a robust inverse probability-weighted generalized estimating equation is developed to achieve robust estimation of the mean model. To approximate the nonparametric function in the GPLM, a regression spline smoothing method is adopted which can linearize the nonparametric function such that statistical inference can be conducted operationally as if a generalized linear model was used. The asymptotic properties of the proposed estimator are established under some regularity conditions, and simulation studies show the robustness of the proposed estimator. In the end, the proposed method is applied to analyze a real data set. [ABSTRACT FROM AUTHOR]
- Abstract: Copyright of Annals of the Institute of Statistical Mathematics is the property of Springer Nature and its content may not be copied or emailed to multiple sites or posted to a listserv without the copyright holder's express written permission. However, users may print, download, or email articles for individual use. This abstract may be abridged. No warranty is given about the accuracy of the copy. Users should refer to the original published version of the material for the full abstract. (Copyright applies to all Abstracts.)
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