@article{OYET_2024, title={Nonstationary longitudinal autoregressive mixed model for count data with measurement error in covariates: Estimation and asymptotics}, volume={58}, url={https://banglajol.info/index.php/JStR/article/view/75423}, DOI={10.3329/jsr.v58i1.75423}, abstractNote={<div class="page" title="Page 1">
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<p>Several methods have been proposed in the literature for computing unbiased and efficient estimates of the parameters of generalized linear models when the covariates are measured with error. However, to our knowledge, no documented research on computational techniques for parameter estimation currently exist in the literature when the data is a longitudinal count data influenced by an unobservable latent variable and observable covariates that are measured with error. In this paper, we propose a nonstationary conditionally Poisson mixed model for such data and develop unbiased estimating equations with iterative methods for computing estimates of the effect of the covariates, variance of the latent variable, and the correlation index parameter. The performance of the iterative methods is examined through extensive simulation studies. The results show that the methods performed well when the magnitude of the measurement error is not so large as to dominate or mask the effect of the true covariates. Using observed longitudinal count data on the number of patents awarded to 168 firms in the United States from 1974 to 1979 along with associated covariate information on the type of firm, log of the book value of capital in 1972 and research and development (R &amp; D) expenditures we have demonstrated how the methods proposed in this paper can be applied to a real data. In addition, we derive the influence function of the estimator of the covariate effect and discuss the asymptotic properties of the estimator.</p>
<p>Journal of Statistical Research 2024, Vol. 58, No. 1, pp. 151-180.</p>
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</div>}, number={1}, journal={Journal of Statistical Research }, author={OYET, ALWELL}, year={2024}, month={Aug.}, pages={151–180} }