Modeling Nonstationary Longitudinal Data

DOI10.1111/j.0006-341X.2000.00699.xzbMath1060.62647WikidataQ30612535 ScholiaQ30612535MaRDI QIDQ4670401

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Publication date: 22 April 2005

Published in: Biometrics (Search for Journal in Brave)

zbMATH Keywords

heteroscedasticityrandom coefficientscovariance structuremixed modelsARIMA modelsnonstationary correlationsantedependenceunstructured covariance

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to biology and medical sciences; meta analysis (62P10)

Related Items (10)

Testing for Heteroscedasticity and/or Correlation in Nonlinear Models with Correlated Errors ⋮ A class of shrinkage priors for the dependence structure in longitudinal data ⋮ Bayesian longitudinal item response modeling with restricted covariance pattern structures ⋮ Approximate power of score test for variance heterogeneity under local alternatives in nonlinear models ⋮ A structural mixed model to shrink covariance matrices for time-course differential gene expression studies ⋮ Approximate power of heteroscedasticity test in nonlinear models with ARIMA(0,1,0) errors ⋮ Parametric modelling of growth curve data: An overview. (With comments) ⋮ Regression models for covariance structures in longitudinal studies ⋮ Bayesian longitudinal item response modeling with multivariate asymmetric serial dependencies ⋮ Bayesian modelling of the mean and covariance matrix in normal nonlinear models

Uses Software

• SAS/STAT

Cites Work

• Unnamed Item
• Unbalanced Repeated-Measures Models with Structured Covariance Matrices
• Ante-dependence Analysis of an Ordered Set of Variables
• Analysis of Repeated Measures
• Serial correlation or random subject effects
• Informative Drop-Out in Longitudinal Data Analysis

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