jmcm: a Python package for analyzing longitudinal data using joint mean-covariance models

DOI10.1080/03610918.2021.1990324MaRDI QIDQ6181892zbMATH OpenOpenAlexWikidataFDO

Authors Xuerui Yang, Jianxin Pan

Publication date 23 January 2024

Published in Communications in Statistics. Simulation and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610918.2021.1990324

zbMATH Keywords

hypothesis testsjoint mean-covariance modelslikelihood estimationsmodified Cholesky decompositionsPython

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Measures of association (correlation, canonical correlation, etc.) (62H20)

Cites work

• A joint modelling approach for longitudinal studies
• Asymptotically efficient estimation of covariance matrices with linear structure
• scientific article; zbMATH DE number 5060482 (Why is no real title available?)
• 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
• On modelling mean-covariance structures in longitudinal studies
• Random Effects Selection in Linear Mixed Models
• Regression models for covariance structures in longitudinal studies

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