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math.ST updates on arXiv.org

What is Learnable in Valiant's Theory of the Learnable? Learning Perturbations to Extrapolate Your LLM Byzantine-Robust Distributed Sparse Learning Revisited The Sample Complexity of Multiple Change Point Identification under Bandit Feedback A proximal gradient algorithm for composite log-concave sampling Model-based Bootstrap of Controlled Markov Chains Approximation of Maximally Monotone Operators : A Graph Convergence Perspective Posterior Contraction Rates for Sparse Kolmogorov-Arnold Networks in Anisotropic Besov Spaces MIST: Reliable Streaming Decision Trees for Online Class-Incremental Learning via McDiarmid Bound A Spectral Framework for Closed-Form Relative Density Estimation Fast Rates for Offline Contextual Bandits with Forward-KL Regularization under Single-Policy Concentrability Higher-Order Equilibrium Tracking for EM-Compressible Online Estimation Scaling Limits of Long-Context Transformers A Note on Non-Negative $L_1$-Approximating Polynomials Susceptibilities and Patterning: A Primer on Linear Response in Bayesian Learning Linear Response Estimators for Singular Statistical Models Statistical inference with belief functions: A survey Robust stochastic first order methods in heavy-tailed noise via medoid mini-batch gradient sampling Every Feedforward Neural Network Definable in an o-Minimal Structure Has Finite Sample Complexity Adaptive auditing of AI systems with anytime-valid guarantees Locally Near Optimal Piecewise Linear Regression in High Dimensions via Difference of Max-Affine Functions Risk-Controlled Post-Processing of Decision Policies Covariate Balancing and Riesz Regression Should Be Guided by the Neyman Orthogonal Score in Debiased Machine Learning A Unified Pair-GRPO Family: From Implicit to Explicit Preference Constraints for Stable and General RL Alignment Time-Inhomogeneous Preconditioned Langevin Dynamics A Fine-Grained Understanding of Uniform Convergence for Halfspaces CITE: Anytime-Valid Statistical Inference in LLM Self-Consistency Ratio-based Loss Functions Optimal Confidence Band for Kernel Gradient Flow Estimator A renormalization-group inspired lattice-based framework for piecewise generalized linear models
Asymptotic theory for longitudinal data with missing resp...
Raluca M. Balan, Dina Jankovic · 2018-03-16 · via math.ST updates on arXiv.org

In this article, we propose a new method for analyzing longitudinal data which contain responses that are missing at random. This method consists in solving the generalized estimating equation (GEE) of Liang and Zeger (1986) in which the incomplete responses are replaced by values adjusted using the inverse probability weights proposed in Yi, Ma and Carroll (2012). We show that the root estimator is consistent and asymptotically normal, essentially under the some conditions on the marginal distribution and the surrogate correlation matrix as those presented in Xie and Yang (2003) in the case of complete data, and under minimal assumptions on the missingness probabilities. This method is applied to a real-life dataset taken from Sommer, Katz and Tarwotjo (1984), which examines the incidence of respiratory disease in a sample of 250 pre-school age Indonesian children which were examined every 3 months for 18 months, using as covariates the age, gender, and vitamin A deficiency.