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• W1828842688 abstract "AbstractIn this article, we introduce a conditional marginal model for longitudinaldata, in which the residuals form a martingale difference sequence. Thismodel allows us to consider a rich class of estimating equations, whichcontains several estimating equations proposed in the literature. A par-ticular sequence of estimating equations in this class contains a randommatrix R ∗i−1 (β), as a replacement for the “true” conditional correlationmatrix of the i-th individual. Using the approach of [12], we identify somesufficient conditions under which this particular sequence of equations isasymptotically optimal (in our class). In the second part of the article,we identify a second set of conditions, under which we prove the existenceand strong consistency of a sequence of estimators of β, defined as rootsof estimation equations which are martingale transforms (in particular,roots of the sequence of asymptotically optimal equations). Keywords : longitudinal data; generalized estimating equation; optimal param-eter estimation; strong consistency." @default.
• W1828842688 created "2016-06-24" @default.
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• W1828842688 date "2008-07-14" @default.
• W1828842688 modified "2023-09-27" @default.
• W1828842688 title "The asymptotically optimal estimating equation for longitudinal data. Strong Consistency" @default.
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