GEE analysis in joint mean-covariance model for longitudinal data
DOI10.1016/J.SPL.2020.108705zbMATH Open1439.62140OpenAlexW3003141709MaRDI QIDQ2175604FDOQ2175604
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
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longitudinal datarobust estimationCholesky decompositioncorrelation matrixgeneralized estimating equations (GEE)
Nonparametric robustness (62G35) Directional data; spatial statistics (62H11) Estimation in multivariate analysis (62H12) Generalized linear models (logistic models) (62J12)
Cites Work
- Longitudinal data analysis using generalized linear models
- 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
- Robust estimation of the correlation matrix of longitudinal data
- Quasi-likelihood functions
- Modelling of covariance structures in generalised estimating equations for longitudinal data
- Random Effects Selection in Linear Mixed Models
- Cholesky Decompositions and Estimation of A Covariance Matrix: Orthogonality of Variance Correlation Parameters
- Working correlation structure misspecification, estimation and covariate design: Implications for generalised estimating equations performance
- Maximum likelihood estimation of generalised linear models for multivariate normal covariance matrix
- Nonparametric Estimation of Covariance Structure in Longitudinal Data
- 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
- A Joint Modelling Approach for Longitudinal Studies
Cited In (8)
- Bayesian estimation for longitudinal data in a joint model with HPCs
- Modelling of covariance structures in generalised estimating equations for longitudinal data
- Joint estimation for single index mean-covariance models with longitudinal data
- Alternative GEE estimation procedures for discrete longitudinal data.
- Bayesian estimation in generalized linear models for longitudinal data with hyperspherical coordinates
- Individual-specific, sparse inverse covariance estimation in generalized estimating equations
- Robust estimation of the correlation matrix of longitudinal data
- Restricted maximum likelihood estimation of joint mean-covariance models
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