Regression models for covariance structures in longitudinal studies

DOI10.1191/1471082X06st105oaOpenAlexW2031147332MaRDI QIDQ4970699

Gilbert MacKenzie, Jian-Xin Pan

Publication date: 7 October 2020

Published in: Statistical Modelling (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1191/1471082x06st105oa

zbMATH Keywords

Cholesky decompositionunconstrained parametrizationjoint mean-covariance modelscovariate dependent covariance matrixlongitudinal trialsunbalanced observations

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items (14)

Optimal designs for mean-covariance models with missing observations ⋮ Bayesian Cholesky factor models in random effects covariance matrix for generalized linear mixed models ⋮ Mixture regression for longitudinal data based on joint mean-covariance model ⋮ Robust estimation in multivariate heteroscedastic regression models with autoregressive covariance structures using EM algorithm ⋮ ARMA Cholesky factor models for the covariance matrix of linear models ⋮ Semiparametric Bayesian inference for mean-covariance regression models ⋮ Unconstrained models for the covariance structure of multivariate longitudinal data ⋮ jmcm: a Python package for analyzing longitudinal data using joint mean-covariance models ⋮ Modeling the random effects covariance matrix for generalized linear mixed models ⋮ Modeling attendance at Spanish professional football league ⋮ Bayesian analysis of joint mean and covariance models for longitudinal data ⋮ Variable selection in joint mean and dispersion models via double penalized likelihood ⋮ Modelling conditional covariance in the linear mixed model ⋮ Modeling of the ARMA random effects covariance matrix in logistic random effects models

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• Nonparametric Estimation of Covariance Structure in Longitudinal Data
• Modeling Nonstationary Longitudinal Data
• Joint mean-covariance models with applications to longitudinal data: unconstrained parameterisation

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