Estimation methods for an autoregressive familial correlation structure
DOI10.1080/03610920902833529zbMATH Open1188.62320OpenAlexW2096642860MaRDI QIDQ3566546FDOQ3566546
Authors: Roy T. Sabo, N. Rao Chaganty 
Publication date: 8 June 2010
Published in: Communications in Statistics: Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610920902833529
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- Maximum likelihood estimation of sibling correlations in the analysis of family data
- An alternative approach to the analysis of longitudinal data via generalized estimating equations
- Analysis of Serially Correlated Data Using Quasi-Least Squares
- Maximum likelihood estimation of interclass correlations
- On eliminating the asymptotic bias in the quasi-least squares estimate of the correlation parameter.
- A Note on the Estimation of Autocorrelation in Repeated Measurements
- Estimation of interclass correlation under circular covariance
- Biometrical Modeling of Twin and Family Data Using Standard Mixed Model Software
- A Test of Hypothesis on Familial Correlations
Cited In (7)
- Bivariate traits association analysis using generalized estimating equations in family data
- A Note on the Estimation of Autocorrelation in Repeated Measurements
- Adaptation of Quasi-Least Squares to Estimate Correlations within a Nuclear Family
- Quasi-least squares with mixed linear correlation structures
- Quasi-least squares fitting
- ESTIMATION OF FAMILIAL CORRELATIONS UNDER AUTOREGRESSIVE CIRCULAR COVARIANCE
- Alternatives to mixture model analysis of correlated binomial data
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