Projected Partial Likelihood and Its Application to Longitudinal Data
提出一种称为投影偏得分的估计方程，用于纵向数据分析，通过将偏似然得分函数投影到一类条件线性估计方程张成的向量空间得到，该方法在缺失数据和时变协变量处理上有优势，且在一定条件下最优。
An estimating equation, which we call the projected partial score, is introduced for longitudinal data analysis. The estimating equation is obtained by projecting the partial likelihood score function onto the vector space spanned by a class of ‘conditionally linear’ estimating equations. We demonstrate that removing certain terms from the projection of the full likelihood score does not alter important inferential properties of the estimating equation, and doing so is advantageous in handling missing data and time-varying covariates. Within a prequential frame of reference it is shown that the estimating equation is optimal among the largest collection of estimating equations determined by the conditional moments. Furthermore, the method possesses similar properties to generalised estimating equations; in particular, the correct conditional variance specification is necessary for efficiency but not for asymptotic consistency and distribution theory.