Efficient estimation for rank-based regression with clustered data

Fu, Liya and Wang, You-Gan (2012) Efficient estimation for rank-based regression with clustered data. Biometrics, 68 4: 1074-1082. doi:10.1111/j.1541-0420.2012.01760.x


Author Fu, Liya
Wang, You-Gan
Title Efficient estimation for rank-based regression with clustered data
Journal name Biometrics   Check publisher's open access policy
ISSN 0006-341X
1541-0420
Publication date 2012-12-01
Sub-type Article (original research)
DOI 10.1111/j.1541-0420.2012.01760.x
Volume 68
Issue 4
Start page 1074
End page 1082
Total pages 9
Place of publication Chichester, West Sussex, United Kingdom
Publisher Wiley-Blackwell Publishing
Collection year 2013
Language eng
Abstract 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.
Keyword Cluster effects
Efficiency
Exchangeable error structure
Random effect
Q-Index Code C1
Q-Index Status Confirmed Code
Institutional Status UQ

Document type: Journal Article
Sub-type: Article (original research)
Collections: School of Mathematics and Physics
Official 2013 Collection
 
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