Abstract
In this work, a type of quasi-linear system is presented, which is able to identify the “true” value of parameter-profile in the setup of “generalized linear mixed models”. A type of quasi-linearization of the link function is used, which would preserve basic sampling properties of conditioned moments of the random latent profile. Then, an approach is outlined in estimating. It uses a weighted quasi-linear estimating system which is exactly unbiased. Due to quasi-linearization, it might be solved by using easy-to-implement recursive procedures.
This is a preview of subscription content, log in via an institution to check access.
Access this chapter
Tax calculation will be finalised at checkout
Purchases are for personal use only
Preview
Unable to display preview. Download preview PDF.
References
Basawa I., Godambe V.P., Taylor R.L. (eds.): Selected Proceeding of the Symposium on Estimating Function, Athens. Lectures Note-Monograph Series, vol. 32. Institute of Mathematical Statistics, Hayward, CA (1997)
D’Epifanio, G.: An Implicit Estimating Equation Approach for Mixed Model. Applications to Highly Correlated Binary Responses, Departiment of Economy, Finance and Statistics, University of Perugia, http://www.ec.unipg.it/DEFS/uploads/highcorrefpfinallogo.pdf (2006)
D’Epifanio G.: Su una Procedura di Stima per Modelli Multilivello con Risposte Binarie Altamente Correlate. In: Liseo, B., Montanari, G.E.M., Torelli, N. (eds.) Metodi per l’ Integrazione di Dati da Fonti Diverse, Franco Angeli, Milano (2006)
Diggle P.J., Liang K., Zeger, S.L.: Analysis of Longitudinal Data. Clarendon Press, Oxford (1994)
Godambe, V.P. (ed.): Estimating Functions. Oxford University Press, Oxford (1991)
Hartigan, J.A.: Linear Bayes methods. J. R. Stat. Soc. Ser. B 31(3), 446–454 (1969)
Huber, P.J.: Robust Statistics. Wiley, New York, NY (1981)
McCullagh, P., Nelder, J.A.: Generalized Linear Model, 2nd ed. Chapman and Hall, London (1991)
Rabe-Hesketh, S., Skrondal, A., Pickles, A.: Maximum likelihood estimation of limited and discrete dependent variable models with nested random effects. J. Econ. 128, 301–323 (2005)
Reza Fotouhi, A.: Comparison of estimation procedures for multilevel models. J. Stat. Softw. 8(9), http://www.jstatsoft.org/v08/i09 (2003)
Rodriguez, G., Goldman, N.: Improved estimation procedure for multilevel models with binary response: a case-study. J. R. Stat. Soc. Ser. A 164, 339–355 (2001)
Zeger, S.L., Karim, M.R.: Generalised linear models with random effects: a Gibbs sampling approach. J. Am. Stat. Assoc. 86(413), 79–86 (1991)
Author information
Authors and Affiliations
Corresponding author
Editor information
Editors and Affiliations
Rights and permissions
Copyright information
© 2011 Springer-Verlag Berlin Heidelberg
About this paper
Cite this paper
D’Epifanio, G. (2011). About a Type of Quasi Linear Estimating Equation Approach. In: Fichet, B., Piccolo, D., Verde, R., Vichi, M. (eds) Classification and Multivariate Analysis for Complex Data Structures. Studies in Classification, Data Analysis, and Knowledge Organization. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-13312-1_26
Download citation
DOI: https://doi.org/10.1007/978-3-642-13312-1_26
Published:
Publisher Name: Springer, Berlin, Heidelberg
Print ISBN: 978-3-642-13311-4
Online ISBN: 978-3-642-13312-1
eBook Packages: Mathematics and StatisticsMathematics and Statistics (R0)