Longitudinal data analysis using generalized linear models

KY Liang, SL Zeger - Biometrika, 1986 - academic.oup.com
KY Liang, SL Zeger
Biometrika, 1986academic.oup.com
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 …
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.
Oxford University Press