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Robust estimation in generalized semiparametric mixed models for longitudinal data
Authors:Guoyou Qin
Affiliation:a Biostatistics Department, School of Public Health, Fudan University, Shanghai 200032, PR China
b Department of Statistics, Fudan University, Shanghai 200433, PR China
Abstract:In this paper, we consider robust generalized estimating equations for the analysis of semiparametric generalized partial linear mixed models (GPLMMs) for longitudinal data. We approximate the non-parametric function in the GPLMM by a regression spline, and make use of bounded scores and leverage-based weights in the estimating equation to achieve robustness against outliers and influential data points, respectively. Under some regularity conditions, the asymptotic properties of the robust estimators are investigated. To avoid the computational problems involving high-dimensional integrals in our estimators, we adopt a robust Monte Carlo Newton-Raphson (RMCNR) algorithm for fitting GPLMMs. Small simulations are carried out to study the behavior of the robust estimates in the presence of outliers, and these estimates are also compared to their corresponding non-robust estimates. The proposed robust method is illustrated in the analysis of two real data sets.
Keywords:62F35   62G08
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