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Longitudinal data analysis using generalized linear models

1986/01/01 by KUNG-YEE LIANG, Kung‐Yee Liang, SCOTT L. ZEGER +1 · 18,209 citations
Mathematics · #Advanced Statistical Methods and Models #Applied mathematics #Asymptotic distribution #Class (philosophy) #Computer science #Count data #Estimating equations #Estimator #Extension (predicate logic) #Gaussian #Generalized estimating equation #Generalized linear model #Independence (probability theory) #Linear model #Linear regression #Longitudinal data #Mathematics #Quasi-likelihood #Simple (philosophy) #Statistical Methods and Bayesian Inference #Statistical Methods and Inference #Statistics #Variance (accounting)

paper · pdf · doi:10.1093/biomet/73.1.13

published in Biometrika 73(1), 13-22 (Oxford University Press)

openalex publication_date 1986/01/01 · openalex created_date 2025/10/10 · openalex updated_date 2026/08/05

Abstract

This paper proposes an extension of generalized linear models to the analysis of longitudinal data. We introduce a class of estimating equations that give consistent estimates of the regression parameters and of their variance under mild assumptions about the time dependence. The estimating equations are derived without specifying the joint distribution of a subject's observations yet they reduce to the score equations for niultivariate Gaussian outcomes. Asymptotic theory is presented for the general class of estimators. Specific cases in which we assume independence, m-dependence and exchangeable correlation structures from each subject are discussed. Efficiency of the pioposecl estimators in two simple situations is considered. The approach is closely related to quasi-likelihood.

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