Asymptotic Results with Generalized Estimating Equations for Longitudinal data II

Abstract

We consider the marginal models of Liang and Zeger (1986) 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.Generalized estimating equations, Generalized linear model, Consistency, Asymptotic normality