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A functional generalized method of moments approach for longitudinal studies with missing responses and covariate measurement error. (English) Zbl 1234.62131
Summary: Covariate measurement errors and missing responses are typical features in longitudinal data analysis. There has been extensive research on either covariate measurement error or missing responses, but relatively little work has been done to address both simultaneously. We propose a simple method for the marginal analysis of longitudinal data with time-varying covariates, some of which are measured with error, while the response is subject to missingness. Our method has a number of appealing properties: assumptions on the model are minimal, with none needed about the distribution of the mismeasured covariates; implementation is straightforward and its applicability is broad. We provide both theoretical justifications and numerical results.

MSC:
62N02 Estimation in survival analysis and censored data
65C60 Computational problems in statistics (MSC2010)
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