A joint modelling approach for longitudinal studies
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Cited in
(59)- A longitudinal data analysis interpretation of credibility models
- ARMA Cholesky factor models for the covariance matrix of linear models
- Improved empirical likelihood inference and variable selection for generalized linear models with longitudinal nonignorable dropouts
- Generalized partial linear models with nonignorable dropouts
- Estimation of semi-varying coefficient models for longitudinal data with irregular error structure
- Conditional generalized estimating equations of mean-variance-correlation for clustered data
- Robust modeling of multivariate longitudinal data using modified Cholesky and hypersphere decompositions
- Triangular angles parameterization for the correlation matrix of bivariate longitudinal data
- Robust estimation in multivariate heteroscedastic regression models with autoregressive covariance structures using EM algorithm
- GEE analysis in joint mean-covariance model for longitudinal data
- A joint mean-correlation modeling approach for longitudinal zero-inflated count data
- A robust joint modeling approach for longitudinal data with informative dropouts
- Estimation of a rank-reduced functional-coefficient panel data model with serial correlation
- Parsimonious mean-covariance modeling for longitudinal data with ARMA errors
- Robust maximum L_q-likelihood estimation of joint mean-covariance models for longitudinal data
- A novel robust approach for analysis of longitudinal data
- Joint decision of pricing and ordering in stochastic demand with Nash bargaining fairness
- Empirical likelihood inference for longitudinal data with covariate measurement errors: an application to the LEAN study
- Joint modeling of mean-covariance structures based on partial autocorrelation for longitudinal data
- Dynamic asset correlations based on vines
- Two Cholesky-log-GARCH models for multivariate volatilities
- A Cholesky factor model in correlation modeling for discrete longitudinal data
- A Cholesky-based estimation for large-dimensional covariance matrices
- Robust statistical inference for longitudinal data with nonignorable dropouts
- Doubly distributed supervised learning and inference with high-dimensional correlated outcomes
- scientific article; zbMATH DE number 5018172 (Why is no real title available?)
- scientific article; zbMATH DE number 7144302 (Why is no real title available?)
- Joint Models for a Primary Endpoint and Multiple Longitudinal Covariate Processes
- Pairwise Fitting of Mixed Models for the Joint Modeling of Multivariate Longitudinal Profiles
- Improved kth power expectile regression with nonignorable dropouts
- Bayesian estimation for longitudinal data in a joint model with HPCs
- Longitudinal model for a dose-finding study for a rare disease treatment
- Improved composite quantile regression and variable selection with nonignorable dropouts
- Robust probit linear mixed models for longitudinal binary data
- Bayesian estimation of correlation matrices of longitudinal data
- An extension of the partially linear Rice regression model for bimodal and correlated data
- A Bayesian method for multinomial probit model
- Bayesian analysis of spherically parameterized dynamic multivariate stochastic volatility models
- jmcm: a Python package for analyzing longitudinal data using joint mean-covariance models
- Bayesian estimation in generalized linear models for longitudinal data with hyperspherical coordinates
- Robust semiparametric modeling of mean and covariance in longitudinal data
- Nonparametric covariance estimation with shrinkage toward stationary models
- Multivariate probit linear mixed models for multivariate longitudinal binary data
- Bayesian semi-parametric modeling of covariance matrices for multivariate longitudinal data
- Modelling correlation matrices in multivariate data, with application to reciprocity and complementarity of child-parent exchanges of support
- Multivariate robust linear models for multivariate longitudinal data
- Longitudinal data regression analysis using semiparametric modelling
- Bayesian modeling of the covariance structure for irregular longitudinal data using the partial autocorrelation function
- A new algorithm for sampling parameters in a structured correlation matrix with application to estimating optimal combinations of muscles to quantify progression in Duchenne muscular dystrophy
- Bayesian mixed-effects location and scale models for multivariate longitudinal outcomes: an application to ecological momentary assessment data
- GEE analysis in joint mean-covariance model for high-dimensional longitudinal data with HPC
- Robust variable selection via nonconcave penalties with an upgraded parsimonious dynamic covariance modeling
- Retracted: ``Bayesian inference on mixed-effects location scale models with skew-\(t\) distribution and mismeasured covariates for longitudinal data
- Robust Bayesian cumulative probit linear mixed models for longitudinal ordinal data
- On GEE for mean-variance-correlation models: variance estimation and model selection
- Analysis of longitudinal lupus data using multivariate t-linear models
- Hyper-sphere decomposition and its alternative on growth curve model for different dimensions
- Analysis of multivariate longitudinal data using ARMA Cholesky and hypersphere decompositions
- Distribution of random correlation matrices: hyperspherical parameterization of the Cholesky factor
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