A Survey on Quasi-Likelihood Estimation Approaches for Longitudinal Set-ups

The Com-Poisson (CMP) model is one of the most
popular discrete generalized linear models (GLMS) that handles
both equi-, over- and under-dispersed data. In longitudinal context,
an integer-valued autoregressive (INAR(1)) process that incorporates
covariate specification has been developed to model longitudinal
CMP counts. However, the joint likelihood CMP function is
difficult to specify and thus restricts the likelihood-based estimating
methodology. The joint generalized quasi-likelihood approach
(GQL-I) was instead considered but is rather computationally
intensive and may not even estimate the regression effects due
to a complex and frequently ill-conditioned covariance structure.
This paper proposes a new GQL approach for estimating the
regression parameters (GQL-III) that is based on a single score vector
representation. The performance of GQL-III is compared with GQL-I
and separate marginal GQLs (GQL-II) through some simulation
experiments and is proved to yield equally efficient estimates as
GQL-I and is far more computationally stable.

• Naushad Mamode Khan

• Longitudinal
• Com-Poisson
• Ill-conditioned
• INAR(1)
• GLMS
• GQL.

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