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A distribution-free approach in statistical modelling with repeated measurements and missing values

A distribution-free approach in statistical modelling with repeated measurements and missing values
A distribution-free approach in statistical modelling with repeated measurements and missing values
Mixed effect models, which contain both fixed effects and random effects, are frequently used in dealing with correlated data arising from repeated measurements (made on the same statistical units). In mixed effect models, the distributions of the random effects need to be specified and they are often assumed to be normal. The analysis of correlated data from repeated measurements can also be done with GEE by assuming any type of correlation as initial input. Both mixed effect models and GEE are approaches requiring distribution specifications (likelihood, score function). In this article, we consider a distribution-free least square approach under a general setting with missing value allowed. This approach does not require the specifications of the distributions and initial correlation input. Consistency and asymptotic normality of the estimation are discussed.
0361-0926
1686-1697
Wang, Nan
a4a578fe-ce20-4131-b79b-e86af2826f8a
Liu, Wei
b64150aa-d935-4209-804d-24c1b97e024a
Wang, Nan
a4a578fe-ce20-4131-b79b-e86af2826f8a
Liu, Wei
b64150aa-d935-4209-804d-24c1b97e024a

Wang, Nan and Liu, Wei (2014) A distribution-free approach in statistical modelling with repeated measurements and missing values. Communications in Statistics: Theory and Methods, 43 (8), 1686-1697. (doi:10.1080/03610926.2012.673678).

Record type: Article

Abstract

Mixed effect models, which contain both fixed effects and random effects, are frequently used in dealing with correlated data arising from repeated measurements (made on the same statistical units). In mixed effect models, the distributions of the random effects need to be specified and they are often assumed to be normal. The analysis of correlated data from repeated measurements can also be done with GEE by assuming any type of correlation as initial input. Both mixed effect models and GEE are approaches requiring distribution specifications (likelihood, score function). In this article, we consider a distribution-free least square approach under a general setting with missing value allowed. This approach does not require the specifications of the distributions and initial correlation input. Consistency and asymptotic normality of the estimation are discussed.

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Published date: 28 March 2014
Organisations: Statistics

Identifiers

Local EPrints ID: 369882
URI: http://eprints.soton.ac.uk/id/eprint/369882
ISSN: 0361-0926
PURE UUID: c7f2c1a7-a64d-476e-961e-5299b2abbea6
ORCID for Wei Liu: ORCID iD orcid.org/0000-0002-4719-0345

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Date deposited: 08 Oct 2014 10:41
Last modified: 15 Mar 2024 02:43

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Contributors

Author: Nan Wang
Author: Wei Liu ORCID iD

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