Computational aspects of likelihood-based estimation of first-order antedependence models

DOI10.1080/00949659808811872zbMath0887.62026MaRDI QIDQ4383710

No author found.

Publication date: 25 May 1998

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949659808811872

zbMATH Keywords

longitudinal data; repeated measurements; patterned covariance matrices; antedependence models

Mathematics Subject Classification ID

62J05: Linear regression; mixed models

62F10: Point estimation

65C99: Probabilistic methods, stochastic differential equations

Related Items

Trapezoidal rule and sampling designs for the nonparametric estimation of the regression function in models with correlated errors, Parametric modelling of growth curve data: An overview. (With comments), Longitudinal data with nonstationary errors: A nonparametric three-stage approach, Random effects mixture models for clustering electrical load series, Bayesian modelling of the mean and covariance matrix in normal nonlinear models

Uses Software

• SAS/STAT

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• A theorem on inverses of tridiagonal matrices
• On inverses of Hessenberg matrices
• Unbalanced Repeated-Measures Models with Structured Covariance Matrices
• An Approach to the Analysis of Repeated Measurements
• Ante-dependence Analysis of an Ordered Set of Variables
• Serial correlation or random subject effects
• Analysis of Longitudinal Data with Unequally Spaced Observations and Time- Dependent Correlated Errors
• Variable order ante-dependence models
• Informative Drop-Out in Longitudinal Data Analysis
• A Simplex Method for Function Minimization