Asymptotic results with generalized estimating equations for longitudinal data

Abstract

We consider the marginal models of Liang and Zeger [Biometrika 73 (1986) 13-22] for the analysis of longitudinal data and we develop a theory of statistical inference for such models. We prove the existence, weak consistency and asymptotic normality of a sequence of estimators defined as roots of pseudo-likelihood equations.Comment: Published at http://dx.doi.org/10.1214/009053604000001255 in the Annals of Statistics (http://www.imstat.org/aos/) by the Institute of Mathematical Statistics (http://www.imstat.org