Efficient estimation for rank-based regression with clustered data
Fu, Liya & Wang, You-Gan (2012) Efficient estimation for rank-based regression with clustered data. Biometrics, 68(4), pp. 1074-1082.
Rank-based inference is widely used because of its robustness. This article provides optimal rank-based estimating functions in analysis of clustered data with random cluster effects. The extensive simulation studies carried out to evaluate the performance of the proposed method demonstrate that it is robust to outliers and is highly efficient given the existence of strong cluster correlations. The performance of the proposed method is satisfactory even when the correlation structure is misspecified, or when heteroscedasticity in variance is present. Finally, a real dataset is analyzed for illustration.
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|Item Type:||Journal Article|
|Keywords:||Cluster effects, Efficiency, Exchangeable error structure, Random, effect, Rank regression, Working covariance matrix, estimating equations, longitudinal data, linear-models, bootstrap, errors|
|Divisions:||Current > QUT Faculties and Divisions > Science & Engineering Faculty|
|Deposited On:||17 Nov 2015 04:42|
|Last Modified:||03 Dec 2015 04:52|
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