Analysis of multivariate longitudinal data using quasi-least squares

DOI10.1016/S0378-3758(01)00235-XzbMath1044.62059OpenAlexW2086966304WikidataQ127151363 ScholiaQ127151363MaRDI QIDQ1600734

Dayanand N. Naik, Narasinga 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 productGEEquasi-least squaresSUR modelAR(1)

Mathematics Subject Classification ID

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

Related Items (17)

Robust estimation for the correlation matrix of multivariate longitudinal data ⋮ 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 ⋮ A new nested Cholesky decomposition and estimation for the covariance matrix of bivariate longitudinal data ⋮ An expectation-maximization algorithm for the matrix normal distribution with an application in remote sensing ⋮ Unconstrained models for the covariance structure of multivariate longitudinal data ⋮ Multivariate mix-GEE models for longitudinal data with multiple outcomes ⋮ On matrix-variate regression analysis ⋮ Screening for prostate cancer using multivariate mixed-effects models ⋮ Risk-predictive probabilities and dynamic nonparametric conditional quantile models for longitudinal analysis ⋮ Estimating and Testing a Structured Covariance Matrix for Three-Level Multivariate Data ⋮ Likelihood-based approach for analysis of longitudinal nominal data using marginalized random effects models ⋮ A likelihood ratio test for separability of covariances ⋮ 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 ⋮ Score test for a separable covariance structure with the first component as compound symmetric correlation matrix ⋮ A Quadratic Classification Rule with Equicorrelated Training Vectors for Non Random Samples

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