A robust joint modeling approach for longitudinal data with informative dropouts
From MaRDI portal
Publication:2228227
DOI10.1007/s00180-020-00972-6zbMath1505.62444OpenAlexW3009344648MaRDI QIDQ2228227
Publication date: 17 February 2021
Published in: Computational Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00180-020-00972-6
Computational methods for problems pertaining to statistics (62-08) Estimation in multivariate analysis (62H12) Applications of statistics to biology and medical sciences; meta analysis (62P10)
Related Items (1)
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Doubly Robust Estimation in Missing Data and Causal Inference Models
- Longitudinal data analysis using generalized linear models
- Parametric fractional imputation for missing data analysis
- Robust estimation of the correlation matrix of longitudinal data
- Missing data methods in longitudinal studies: a review
- Bayesian inference in joint modelling of location and scale parameters of the \(t\) distribution for longitudinal data
- Modelling of covariance structures in generalised estimating equations for longitudinal data
- Sensitivity Analysis for Nonrandom Dropout: A Local Influence Approach
- Multivariate Logistic Models for Incomplete Binary Responses
- A moving average Cholesky factor model in covariance modelling for longitudinal data
- Maximum Likelihood Methods for Nonignorable Missing Responses and Covariates in Random Effects Models
- Estimation of Regression Models for the Mean of Repeated Outcomes Under Nonignorable Nonmonotone Nonresponse
- Cholesky Decompositions and Estimation of A Covariance Matrix: Orthogonality of Variance Correlation Parameters
- Inference and missing data
- On modelling mean-covariance structures in longitudinal studies
- Analysis of Multivariate Longitudinal Outcomes With Nonignorable Dropouts and Missing Covariates
- Maximum likelihood estimation of generalised linear models for multivariate normal covariance matrix
- Multivariate T-Distributions and Their Applications
- Informative Drop-Out in Longitudinal Data Analysis
- Modeling the Drop-Out Mechanism in Repeated-Measures Studies
- Joint mean-covariance models with applications to longitudinal data: unconstrained parameterisation
- Semiparametric Mean–Covariance Regression Analysis for Longitudinal Data
- Analysis of Longitudinal Data With Semiparametric Estimation of Covariance Function
- A Joint Modelling Approach for Longitudinal Studies
- Semiparametric Estimation of Covariance Matrixes for Longitudinal Data
- Model Selection Criteria for Missing-Data Problems Using the EM Algorithm
- Missing Covariates in Longitudinal Data with Informative Dropouts: Bias Analysis and Inference
This page was built for publication: A robust joint modeling approach for longitudinal data with informative dropouts