Robust testing with generalized partial linear models for longitudinal data |
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Authors: | Jianhui Zhou Zhongyi Zhu Wing K. Fung |
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Affiliation: | 1. Department of Statistics, University of Virginia, Charlottesville, VA 22904, USA;2. Department of Statistics, Fudan University, Shanghai, China;3. Department of Statistics and Actuarial Science, The University of Hong Kong, Hong Kong, China |
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Abstract: | By approximating the nonparametric component using a regression spline in generalized partial linear models (GPLM), robust generalized estimating equations (GEE), involving bounded score function and leverage-based weighting function, can be used to estimate the regression parameters in GPLM robustly for longitudinal data or clustered data. In this paper, score test statistics are proposed for testing the regression parameters with robustness, and their asymptotic distributions under the null hypothesis and a class of local alternative hypotheses are studied. The proposed score tests reply on the estimation of a smaller model without the testing parameters involved, and perform well in the simulation studies and real data analysis conducted in this paper. |
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Keywords: | B-spline Estimating equations Generalized linear models Longitudinal data Robust estimation Robust testing |
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