Estimation of the covariance matrix of random effects in longitudinal studies

DOI10.1214/009053607000000523zbMath1129.62053arXiv0803.4112MaRDI QIDQ2473081

Yan Sun, Howell Tong, Wenyang Zhang

Publication date: 26 February 2008

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0803.4112

zbMATH Keywords

random effects; varying-coefficient models; restricted maximum likelihood estimation; within cluster correlation structure

Mathematics Subject Classification ID

62G08: Nonparametric regression and quantile regression

62H12: Estimation in multivariate analysis

62G20: Asymptotic properties of nonparametric inference

62G05: Nonparametric estimation

62P25: Applications of statistics to social sciences

Related Items

A semiparametric model for cluster data

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• A fast scoring algorithm for maximum likelihood estimation in unbalanced mixed models with nested random effects
• Random-Effects Models for Longitudinal Data
• Local polynomial fitting in semivarying coefficient model
• Statistical estimation in varying coefficient models
• Unbalanced Repeated-Measures Models with Structured Covariance Matrices
• Models for Longitudinal Data: A Generalized Estimating Equation Approach
• Weak and strong uniform consistency of kernel regression estimates
• Nonparametric smoothing estimates of time-varying coefficient models with longitudinal data
• Censored Regression: Local Linear Approximations and Their Applications
• Marginal nonparametric kernel regression accounting for within-subject correlation
• Marginal Longitudinal Nonparametric Regression
• Local Polynomial Mixed-Effects Models for Longitudinal Data
• Nonparametric Function Estimation for Clustered Data When the Predictor is Measured without/with Error
• Efficient Estimation and Inferences for Varying-Coefficient Models
• Adaptive Varying-Coefficient Linear Models
• Backfitting Random Varying-Coefficient Models with Time-Dependent Smoothing Covariates
• Semiparametric Models for Longitudinal Data with Application to CD4 Cell Numbers in HIV Seroconverters
• A Random-Effects Ordinal Regression Model for Multilevel Analysis
• Analysis of Longitudinal Data With Semiparametric Estimation of Covariance Function
• Quadratic Inference Functions for Varying‐Coefficient Models with Longitudinal Data
• New Estimation and Model Selection Procedures for Semiparametric Modeling in Longitudinal Data Analysis
• Robust Estimation in Generalized Partial Linear Models for Clustered Data