A numerical method of nonlinear estimation based on difference equations
Vestnik Samarskogo Gosudarstvennogo Tehničeskogo Universiteta. Seriâ: Fiziko-Matematičeskie Nauki, 2018 The article considers a new numerical method for estimating the parameters of nonlinear mathematical models based on difference equations describing the results of observations.
Vladimir E Zoteev
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Generalized Estimating Equations in Longitudinal Data Analysis: A Review and Recent Developments
, 2014 Generalized Estimating Equation (GEE) is a marginal model popularly applied for longitudinal/clustered data analysis in clinical trials or biomedical studies.
Ming Wang
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BMC Public HealthBackground Previous studies have thoroughly evaluated the association between long-term exposure to PM2.5 and mortality, but the effect of socioeconomic status on the association remains controversial.
Surong Zhao +8 more
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Analysis of neonatal clinical trials with twin births
BMC Medical Research Methodology, 2009 Background In neonatal trials of pre-term or low-birth-weight infants, twins may represent 10–20% of the study sample. Mixed-effects models and generalized estimating equations are common approaches for handling correlated continuous or binary data ...
Shaffer Michele L +2 more
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Model Regresi Logistik untuk Respons Biner Multivariate dengan Generalized Estimating Equation [PDF]
, 2006 Dalam makalah ini akan dibahas model regresi untuk data kategorik multivariate, khususnya respon biner (dikotomis). Untuk mengestimasi parameter pada model marginal, akan digunakan pendekatan Independent Estimating Equation (IEE) dan pendekatan ...
Jaka, Nugraha +2 more
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Multiple shooting-Local Linearization method for the identification of dynamical systems
, 2015 The combination of the multiple shooting strategy with the generalized Gauss-Newton algorithm turns out in a recognized method for estimating parameters in ordinary differential equations (ODEs) from noisy discrete observations.
Carbonell, F. +2 more
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%QLS SAS Macro: A SAS Macro for Analysis of Correlated Data Using Quasi-Least Squares
Journal of Statistical Software, 2010 Quasi-least squares (QLS) is an alternative computational approach for estimation of the correlation parameter in the framework of generalized estimating equations (GEE). QLS overcomes some limitations of GEE that were discussed in Crowder (1995).
Han-Joo Kim, Justine Shults
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Generalized single-index models: The EFM approach [PDF]
Generalized single-index models are natural extensions of linear models and circumvent the so-called curse of dimensionality. They are becoming increasingly popular in many scientific fields including biostatistics, medicine, economics and finan- cial ...
Lixing Zhu +2 more
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Nonparametric population average models: deriving the form of approximate population average models estimated using generalized estimating equations [PDF]
, 2009 For estimating regressions for repeated measures outcome data, a popular choice is the population average models estimated by generalized estimating equations (GEE).
Hubbard, Alan E, van der Laan, Mark J.
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Generalized Estimating Equations Boosting (GEEB) machine for correlated data
Journal of Big DataRapid development in data science enables machine learning and artificial intelligence to be the most popular research tools across various disciplines. While numerous articles have shown decent predictive ability, little research has examined the impact
Yuan-Wey Wang +3 more
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