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Asymptotic results with generalized estimating equations for longitudinal data

R. M. Balan, I. Schiopu-Kratina

math.STarXiv:math/0505600

Abstract

We consider the marginal models of Liang and Zeger [Biometrika 73 (1986) 13-22] for the analysis of longitudinal data and we develop a theory of statistical inference for such models. We prove the existence, weak consistency and asymptotic normality of a sequence of estimators defined as roots of pseudo-likelihood equations.

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