R. M. Balan () (Department of Mathematics, University of Ottawa, LRSP) Ioana Schiopu-Kratina () (Statistics Canada)
Abstract
We consider the marginal models of Liang and Zeger (1986) 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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Paper provided by Département des sciences administratives, UQO in its series RePAd Working Paper Series with number
lrsp-TRS398.
Length: 20 pages Date of creation: 09 Mar 2004 Date of revision: Handle: RePEc:pqs:wpaper:0222005
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Find related papers by JEL classification: C10 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: General - - - General C40 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics - - - General
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