BRAJENDRA C. SUTRADHAR VANDNA JOWAHEER GARY SNEDDON
Abstract
In this paper, conditional on random family effects, we consider an auto-regression model for repeated count data and their corresponding time-dependent covariates, collected from the members of a large number of independent families. The count responses, in such a set up, unconditionally exhibit a non-stationary familial-longitudinal correlation structure. We then take this two-way correlation structure into account, and develop a generalized quasilikelihood (GQL) approach for the estimation of the regression effects and the familial correlation index parameter, whereas the longitudinal correlation parameter is estimated by using the well-known method of moments. The performance of the proposed estimation approach is examined through a simulation study. Some model mis-specification effects are also studied. The estimation methodology is illustrated by analysing real life healthcare utilization count data collected from 36 families of size four over a period of 4 years. Copyright (c) Board of the Foundation of the Scandinavian Journal of Statistics 2008.
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Article provided by Danish Society for Theoretical Statistics, Finnish Statistical Society, Norwegian Statistical Association and Swedish Statistical Association in its journal Scandinavian Journal of Statistics.