Variances are not always nuisance parameters
DOI10.1111/1541-0420.T01-1-00027zbMATH Open1210.62147OpenAlexW2093970674WikidataQ48569405 ScholiaQ48569405MaRDI QIDQ3079100FDOQ3079100
Authors: Raymond J. Carroll 
Publication date: 1 March 2011
Published in: Biometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/1541-0420.t01-1-00027
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- scientific article; zbMATH DE number 1264236
heteroscedasticitymeasurement errormixed modelscalibrationmicroarrayvariance functionsimmunoassaysrobust parameter designmarginal modelsquality technology
Applications of statistics to biology and medical sciences; meta analysis (62P10) Generalized linear models (logistic models) (62J12)
Cites Work
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- Misspecified maximum likelihood estimates and generalized linear mixed models
- Errors of Measurement in Statistics
- Experimental design for gene expression microarrays
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- Semiparametric regression modeling with mixtures of Berkson and classical error, with application to fallout from the Nevada test site
- Marginally Specified Logistic‐Normal Models for Longitudinal Binary Data
- Variance functions and the minimum detectable concentration in assays
- DNA microarray experiments: biological and technological aspects
- Thyroid cancer following scalp irradiation: a reanalysis accounting for uncertainty in dosimetry
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- Conceptual and statistical issues in the validation of analytic dilution assays for pharmaceutical applications
Cited In (27)
- Semiparametric modeling and estimation of heteroscedasticity in regression analysis of cross-sectional data
- Improving variance function estimation in semiparametric longitudinal data analysis
- FPCA-based method to select optimal sampling schedules that capture between-subject variability in longitudinal studies
- Covariance estimation: the GLM and regularization perspectives
- Fast estimation of mixed-effects location-scale regression models
- A Modified Pseudolikelihood Approach for Analysis of Longitudinal Data
- Robust variable selection in semiparametric mean-covariance regression for longitudinal data analysis
- A conversation with Raymond J. Carroll
- Comparing variances and other measures of dispersion
- A new nested Cholesky decomposition and estimation for the covariance matrix of bivariate longitudinal data
- Automatic Bayes factors for testing equality- and inequality-constrained hypotheses on variances
- A multiple testing approach to the regularisation of large sample correlation matrices
- Evaluating predictors of dispersion: a comparison of dominance analysis and Bayesian model averaging
- Robust estimation of covariance parameters in partial linear model for longitudinal data
- Simultaneous modelling of the Cholesky decomposition of several covariance matrices
- Title not available (Why is that?)
- Conditional feature screening for mean and variance functions in models with multiple-index structure
- Robustified Maximum Likelihood Estimation in Generalized Partial Linear Mixed Model for Longitudinal Data
- Variance function additive partial linear models
- Marginalized Binary Mixed-Effects Models with Covariate-Dependent Random Effects and Likelihood Inference
- Bayes Factors for Testing Order Constraints on Variances of Dependent Outcomes
- A generalized partially linear framework for variance functions
- Robust estimation of the correlation matrix of longitudinal data
- Change point analysis of functional variance function with stationary error
- Seemingly Unrelated Measurement Error Models, with Application to Nutritional Epidemiology
- Estimator and Tests for Common Coefficients of Variation in Normal Distributions
- Prediction in Multilevel Logistic Regression
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