Parsimonious mean-covariance modeling for longitudinal data with ARMA errors

DOI10.1007/S11424-019-7354-6MaRDI QIDQ2287377zbMATH OpenOpenAlexFDO

Authors Jiangli Wang, Yu Chen, Weiping Zhang

Publication date 20 January 2020

Published in Journal of Systems Science and Complexity (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s11424-019-7354-6

zbMATH Keywords

autoregressive and moving averagegeneralized estimating equationlongitudinal datamodified Cholesky decomposition

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Generalized linear models (logistic models) (62J12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to biology and medical sciences; meta analysis (62P10)

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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
• ARMA Cholesky factor models for the covariance matrix of linear models
• Bayesian analysis of Box--Cox transformed linear mixed models with ARMA(p,q) dependence
• Cholesky Decompositions and Estimation of A Covariance Matrix: Orthogonality of Variance Correlation Parameters
• ECM-based maximum likelihood inference for multivariate linear mixed models with autoregressive errors
• Estimating Equations for Parameters in Means and Covariances of Multivariate Discrete and Continuous Responses
• scientific article; zbMATH DE number 2199188 (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 for Incomplete Repeated-Measures Experiments under an ARMA Covariance Structure
• Maximum likelihood estimation of generalised linear models for multivariate normal covariance matrix
• Modelling of covariance structures in generalised estimating equations for longitudinal data
• New Local Estimation procedure for a Non-Parametric Regression Function for Longitudinal Data
• Nonparametric estimation of large covariance matrices of longitudinal data
• On modelling mean-covariance structures in longitudinal studies
• Quasi-likelihood functions
• Random-Effects Models for Longitudinal Data
• Robust estimation of the correlation matrix of longitudinal data
• Semiparametric Longitudinal Model with Irregular Time autoregressive error process
• Semiparametric mean-covariance regression analysis for longitudinal data
• Semiparametric Models for Longitudinal Data with Application to CD4 Cell Numbers in HIV Seroconverters
• The Matrix-Logarithmic Covariance Model
• Working correlation structure misspecification, estimation and covariate design: Implications for generalised estimating equations performance

Cited in

(5)

• ARMA Cholesky factor models for the covariance matrix of linear models
• A moving average Cholesky factor model in covariance modelling for longitudinal data
• Parsimonious Covariance Matrix Estimation for Longitudinal Data
• Modeling Covariance Parameters for Purely Autoregressive Correlated Longitudinal Data
• Analysis of multivariate longitudinal data using ARMA Cholesky and hypersphere decompositions

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