Analysis of multivariate longitudinal data using quasi-least squares

DOI10.1016/S0378-3758(01)00235-XMaRDI QIDQ1600734zbMATH OpenOpenAlexWikidataFDO

Authors Dayanand N. Naik, N. Rao Chaganty

Publication date 16 June 2002

Published in Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/s0378-3758(01)00235-x

zbMATH Keywords

longitudinal dataKronecker productquasi-least squaresSUR modelAR(1)GEE

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20) Estimation in multivariate analysis (62H12)

Recommendations

• On eliminating the asymptotic bias in the quasi-least squares estimate of the correlation parameter.
• Analysis of growth curves with patterned correlation matrices using quasi-least squares
• Improving generalised estimating equations using quadratic inference functions
• Analysis of Serially Correlated Data Using Quasi-Least Squares
• Quasi-least squares with mixed linear correlation structures

Cites work

• scientific article; zbMATH DE number 3729307 (Why is no real title available?)
• scientific article; zbMATH DE number 1215432 (Why is no real title available?)
• scientific article; zbMATH DE number 1250544 (Why is no real title available?)
• An Efficient Method of Estimating Seemingly Unrelated Regressions and Tests for Aggregation Bias
• An Optimum Property of Regular Maximum Likelihood Estimation
• An alternative approach to the analysis of longitudinal data via generalized estimating equations
• Analysis of Serially Correlated Data Using Quasi-Least Squares
• Analysis of multivariate repeated measures data with a Kronecker product structured covariance matrix
• Estimators for Seemingly Unrelated Regression Equations: Some Exact Finite Sample Results
• General class of covariance structures for two or more repeated factors in longitudinal data analysis
• Longitudinal data analysis using generalized linear models
• Miscellanea. On the efficiency of regression estimators in generalised linear models for longitudinal data
• Modeling the correlation structure of data that have multiple levels of association
• On eliminating the asymptotic bias in the quasi-least squares estimate of the correlation parameter.
• On estimation of a class of efficacy-related parameters
• On the use of a working correlation matrix in using generalised linear models for repeated measures
• Scheffés mixed model for multivariate repeated measures:a relative efficiency evaluation
• Use of quasi-least squares to adjust for two levels of correlation
• Wald's Test as Applied to Hypotheses in Logit Analysis

Cited in

(24)

• On implementation of a test for Kronecker product covariance structure for multivariate repeated measures data
• Modeling the Cholesky factors of covariance matrices of multivariate longitudinal data
• Unconstrained models for the covariance structure of multivariate longitudinal data
• Adaptation of Quasi-Least Squares to Estimate Correlations within a Nuclear Family
• A new nested Cholesky decomposition and estimation for the covariance matrix of bivariate longitudinal data
• Screening for prostate cancer using multivariate mixed-effects models
• Triangular angles parameterization for the correlation matrix of bivariate longitudinal data
• Classification rules for multivariate repeated measures data with equicorrelated correlation structure on both time and spatial repeated measurements
• Score test for a separable covariance structure with the first component as compound symmetric correlation matrix
• A likelihood ratio test for separability of covariances
• Multivariate mix-GEE models for longitudinal data with multiple outcomes
• Estimating and testing a structured covariance matrix for three-level multivariate data
• Use of quasi-least squares to adjust for two levels of correlation
• Multivariate probit linear mixed models for multivariate longitudinal binary data
• An expectation-maximization algorithm for the matrix normal distribution with an application in remote sensing
• Graphical models for mean and covariance of multivariate longitudinal data
• Analysis of multi-level correlated data in the framework of generalized estimating equations via xtmultcorr procedures in Stata and qls functions in Matlab
• Analysis of Serially Correlated Data Using Quasi-Least Squares
• Risk-predictive probabilities and dynamic nonparametric conditional quantile models for longitudinal analysis
• A quadratic classification rule with equicorrelated training vectors for non random samples
• On matrix-variate regression analysis
• Likelihood-based approach for analysis of longitudinal nominal data using marginalized random effects models
• Robust estimation for the correlation matrix of multivariate longitudinal data
• Analysis of growth curves with patterned correlation matrices using quasi-least squares

This page was built for publication: Analysis of multivariate longitudinal data using quasi-least squares

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1600734)