Nadarajah, Tharshanna (2016) Empirical likelihood based longitudinal studies. Doctoral (PhD) thesis, Memorial University of Newfoundland.
- Accepted Version
Available under License - The author retains copyright ownership and moral rights in this thesis. Neither the thesis nor substantial extracts from it may be printed or otherwise reproduced without the author's permission.
In longitudinal data analysis, our primary interest is in the regression parameters for the marginal expectations of the longitudinal responses; the longitudinal correlation parameters are of secondary interest. The joint likelihood function for longitudinal data is challenging, particularly for correlated discrete outcome data. Marginal modeling approaches such as generalized estimating equations (GEEs) have received much attention in the context of longitudinal regression. These methods are based on the estimates of the first two moments of the data and the working correlation structure. The confidence regions and hypothesis tests are based on the asymptotic normality. The methods are sensitive to misspecification of the variance function and the working correlation structure. Because of such misspecifications, the estimates can be inefficient and inconsistent, and inference may give incorrect results. To overcome this problem, we propose an empirical likelihood (EL) procedure based on a set of estimating equations for the parameter of interest and discuss its characteristics and asymptotic properties. We also provide an algorithm based on EL principles for the estimation of the regression parameters and the construction of a confidence region for the parameter of interest. We extend our approach to variable selection for highdimensional longitudinal data with many covariates. In this situation it is necessary to identify a submodel that adequately represents the data. Including redundant variables may impact the model’s accuracy and efficiency for inference. We propose a penalized empirical likelihood (PEL) variable selection based on GEEs; the variable selection and the estimation of the coefficients are carried out simultaneously. We discuss its characteristics and asymptotic properties, and present an algorithm for optimizing PEL. Simulation studies show that when the model assumptions are correct, our method performs as well as existing methods, and when the model is misspecified, it has clear advantages. We have applied the method to two case examples.
|Item Type:||Thesis (Doctoral (PhD))|
|Additional Information:||Includes bibliographical references (pages 121-128).|
|Keywords:||Empirical Likelihood, Longitudinal Data, Variable Selection, Adjusted Empirical Likelihood, Penalized Adjusted Empirical Likelihood|
|Department(s):||Science, Faculty of > Mathematics and Statistics|
|Library of Congress Subject Heading:||Longitudinal method; Generalized estimating equations; Regression analysis; Estimation theory; Probabilities|
Actions (login required)