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Inference for longitudinal data from complex sampling surveys: An approach based on quadratic inference functions
Scandinavian Journal of Statistics ( IF 0.8 ) Pub Date : 2020-02-05 , DOI: 10.1111/sjos.12448
Laura Dumitrescu 1 , Wei Qian 2 , J. N. K. Rao 3
Affiliation  

We propose a survey weighted quadratic inference function method for the analysis of data collected from longitudinal surveys, as an alternative to the survey weighted generalized estimating equation method. The procedure yields estimators of model parameters, which are shown to be consistent and have a limiting normal distribution. Furthermore, based on the inference function, a pseudolikelihood ratio type statistic for testing a composite hypothesis on model parameters and a statistic for testing the goodness of fit of the assumed model are proposed. We establish their asymptotic distributions as weighted sums of independent chi‐squared random variables and obtain Rao‐Scott corrections to those statistics leading to a chi‐squared distribution, approximately. We examine the performance of the proposed methods in a simulation study.

中文翻译:

复杂抽样调查中的纵向数据推断:一种基于二次推断函数的方法

我们提出了一种调查加权二次推理函数方法,用于分析从纵向调查收集的数据,作为调查加权广义估计方程法的替代方法。该过程可得出模型参数的估计量,这些估计量是一致的,并且正态分布有限。此外,基于推论函数,提出了一种用于检验模型参数综合假设的伪似然比类型统计量和一种用于检验假设模型的拟合优度的统计量。我们将它们的渐近分布建立为独立卡方随机变量的加权和,并获得对导致卡方分布的统计量的Rao-Scott校正。我们在仿真研究中检查了所提出方法的性能。
更新日期:2020-02-05
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