GEE analysis in joint mean-covariance model for longitudinal data

DOI10.1016/J.SPL.2020.108705MaRDI QIDQ2175604zbMATH OpenOpenAlexFDO

Authors Yanyan Li

Publication date 29 April 2020

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.spl.2020.108705

zbMATH Keywords

longitudinal datarobust estimationCholesky decompositioncorrelation matrixgeneralized estimating equations (GEE)

Mathematics Subject Classification ID

Nonparametric robustness (62G35) Directional data; spatial statistics (62H11) Estimation in multivariate analysis (62H12) Generalized linear models (logistic models) (62J12)

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Cites work

• A joint modelling approach for longitudinal studies
• A moving average Cholesky factor model in covariance modelling for longitudinal data
• A moving average Cholesky factor model in joint mean-covariance modeling for longitudinal data
• Cholesky Decompositions and Estimation of A Covariance Matrix: Orthogonality of Variance Correlation Parameters
• Estimating Equations for Parameters in Means and Covariances of Multivariate Discrete and Continuous Responses
• Joint mean-covariance models with applications to longitudinal data: unconstrained parameterisation
• Longitudinal data analysis using generalized linear models
• Maximum likelihood estimation of generalised linear models for multivariate normal covariance matrix
• Modelling of covariance structures in generalised estimating equations for longitudinal data
• Nonparametric Estimation of Covariance Structure in Longitudinal Data
• Quasi-likelihood functions
• Random Effects Selection in Linear Mixed Models
• Robust estimation of the correlation matrix of longitudinal data
• Working correlation structure misspecification, estimation and covariate design: Implications for generalised estimating equations performance

Cited in

(11)

• A Cholesky factor model in correlation modeling for discrete longitudinal data
• Alternative GEE estimation procedures for discrete longitudinal data.
• Bayesian estimation for longitudinal data in a joint model with HPCs
• Bayesian estimation in generalized linear models for longitudinal data with hyperspherical coordinates
• A joint modelling approach for longitudinal studies
• Robust estimation of the correlation matrix of longitudinal data
• Joint mean-covariance random effect model for longitudinal data
• Modelling of covariance structures in generalised estimating equations for longitudinal data
• Restricted maximum likelihood estimation of joint mean-covariance models
• Individual-specific, sparse inverse covariance estimation in generalized estimating equations
• Joint estimation for single index mean-covariance models with longitudinal data

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