The weighted scores method and CL1 information criteria as an intermediate step for variable/correlation selection for longitudinal ordinal and count data in Nikoloulopoulos, Joe and Chaganty (2011) and Nikoloulopoulos (2016, 2017).
This package contains R functions to implement:
The weighted scores method for regression models with dependent data and negative binomial (Nikoloulopoulos, Joe and Chaganty, 2011), GLM (Nikoloulopoulos, 2016) and ordinal probit/logistic (Nikoloulopoulos, 2017) margins.
The composite likelihood information criteria for regression models with dependent data and ordinal probit/logistic margins (Nikoloulopoulos, 2016, 2017).
Nikoloulopoulos, A.K., Joe, H. and Chaganty, N.R. (2011) Weighted scores method for regression models with dependent data. Biostatistics, 12, 653--665. 10.1093/biostatistics/kxr005.
Nikoloulopoulos, A.K. (2016) Correlation structure and variable selection in generalized estimating equations via composite likelihood information criteria. Statistics in Medicine, 35, 2377--2390. 10.1002/sim.6871.
Nikoloulopoulos, A.K. (2017) Weighted scores method for longitudinal ordinal data. Arxiv e-prints, <arXiv:1510.07376>. https://arxiv.org/abs/1510.07376.