【摘要】 广义估计方程(GEE)是分析纵向数据的常用方法. Balan, Schiopu-Kratina(2005)研究了协变量维数固定, GEE估计的渐近正态性. WANG(2011)研究了协变量维数趋于无穷, GEE估计的渐近正态性和响应变量是两点分布Wald统计量的渐近分布.本文证明协变量维数是固定的或趋于无穷,响应变量是任意分布的Wald统计量的渐近分布是卡方分布, Wald统计量可以直接用于统计推断.更多还原

【Abstract】 Generalized estimating equation(GEE) is widely adopted in analyzing longitudinal(clustered) data. The asymptotic normality of the corresponding unknown parameter estimator have been established. But the asymptotic distribution of Wald statistic for testing linear hypothesis has not been established in literature, the aim of this paper is to fill in this gap.更多还原