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G Kauermann

Publications and source records attributed to G Kauermann.

2 recordsLinked to original sources

Modeling longitudinal data with ordinal response by varying coefficients.

This paper presents a smooth regression model for ordinal data with longitudinal dependence structure. A marginal model with cumulative logit link is applied to cope with the ordinal scale and the main and covariate effects in the model are allowed to vary with time. Local fitting is pursued and asymptotic properties of the estimates are discussed. In a second step, the longitudinal dependence of the observations is considered. Cumulative log odds ratios are fitted locally, which allows investigation of how the longitudinal dependence of the ordinal observations changes with time.

Biometry↗

Standard errors for EM estimates in generalized linear models with random effects.

A procedure is derived for computing standard errors of EM estimates in generalized linear models with random effects. Quadrature formulas are used to approximate the integrals in the EM algorithm, where two different approaches are pursued, i.e., Gauss-Hermite quadrature in the case of Gaussian random effects and nonparametric maximum likelihood estimation for an unspecified random effect distribution. An approximation of the expected Fisher information matrix is derived from an expansion of the EM estimating equations. This allows for inferential arguments based on EM estimates, as demonstrated by an example and simulations.

Algorithms↗