Longitudinal data analysis using the conditional empirical likelihood method

Abstract

AbstractThis paper studies a new approach to longitudinal data analysis using the conditional empirical likelihood (CEL) method within the framework of marginal models. The possible unbalanced follow‐up visits are dealt with via stratification according to distinctive follow‐up patterns. The CEL method does not require any explicit modelling of the variance–covariance of the longitudinal outcomes. Instead, it implicitly incorporates a consistently estimated variance–covariance matrix in a nonparametric fashion. The proposed CEL estimator is connected to the generalized estimating equations (GEE) estimator, and achieves the same efficiency as the GEE estimator employing the true variance–covariance. The asymptotic distribution of the CEL estimator is derived, and simulation studies are conducted to assess the finite sample performance. Data collected from a longitudinal nutrition study are analysed as an application. The Canadian Journal of Statistics 42: 404–422; 2014 © 2014 Statistical Society of Canada