Robust estimation of models for longitudinal data with dropouts and outliers
© 2020 Informa UK Limited, trading as Taylor & Francis Group.
| Veröffentlicht in: | Journal of applied statistics. - 1991. - 49(2022), 4 vom: 01., Seite 902-925 |
|---|---|
| 1. Verfasser: | |
| Weitere Verfasser: | , , |
| Format: | Online-Aufsatz |
| Sprache: | English |
| Veröffentlicht: |
2022
|
| Zugriff auf das übergeordnete Werk: | Journal of applied statistics |
| Schlagworte: | Journal Article Dropout longitudinal data missing at random outlier robustness |
| Zusammenfassung: | © 2020 Informa UK Limited, trading as Taylor & Francis Group. Missing data and outliers usually arise in longitudinal studies. Ignoring the effects of missing data and outliers will make the classical generalized estimating equation approach invalid. The longitudinal cohort study of rheumatoid arthritis patients was designed to investigate whether the Health Assessment Questionnaire score was associated with baseline covariates and changed with time. There exist dropouts and outliers in the data. In order to analyze the data, we develop a robust estimating equation approach. To deal with the responses missing at random, we extend a doubly robust method. To achieve robustness against outliers, we utilize an outlier robust method, which corrects the bias induced by outliers through centralizing the covariate matrix in the estimating equation. The doubly robust method for dropouts is easy to combine with the outlier robust method. The proposed method has the property of robustness in the sense that the proposed estimator is not only doubly robust against model misspecification for dropouts when there is no outlier in the data, but also robust against outliers. Consistency and asymptotic normality of the proposed estimator are established under regularity conditions. A comprehensive simulation study and real data analysis demonstrate that the proposed estimator does have the property of robustness |
|---|---|
| Beschreibung: | Date Revised 26.08.2024 published: Electronic-eCollection Citation Status PubMed-not-MEDLINE |
| ISSN: | 0266-4763 |
| DOI: | 10.1080/02664763.2020.1845623 |