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In contrast to extensive attention on model selection for univariate data, research on model selection for longitudinal data remains largely unexplored. This is particularly the case when data are subject to missingness and measurement error. To address this important problem, we propose marginal methods that simultaneously carry out model selection and estimation for longitudinal data with missing responses and error-prone covariates. Our method have several appealing features: the applicability is broad because the methods are developed for a unified framework with marginal generalized linear models; model assumptions are minimal in that no full distribution is required for the response process and the distribution of the mismeasured covariates is left unspecified; and the implementation is straightforward. To justify the proposed methods, we provide both theoretical properties and numerical assessments.

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Award Type: P50

PubMed Citation: Can J Stat. 2015 Dec;43(4):498-518. Epub 2015 Oct 20.

Journal: Canadian Journal of Statistics

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