Iterative estimating equations: Linear convergence and asymptotic properties
Iterative estimating equations: Linear convergence and asymptotic properties
We propose an iterative estimating equations procedure for analysis of longitudinal data.We show that, under very mild conditions, the probability that the procedure converges at an exponential rate tends to one as the sample size increases to infinity.Furthermore, we show that the limiting estimator is consistent and asymptotically efficient, as …