Bayesian modeling of the dependence in longitudinal data via partial autocorrelations and marginal variances

DOI10.1016/j.jmva.2012.11.010zbMath1277.62088WikidataQ30621168 ScholiaQ30621168MaRDI QIDQ391528

Y. Wang, Michael J. Daniels

Publication date: 10 January 2014

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2012.11.010

zbMATH Keywords

Markov chain Monte Carlo; generalized linear models; uniform priors; G-priors

Mathematics Subject Classification ID

62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)

62P10: Applications of statistics to biology and medical sciences; meta analysis

62H20: Measures of association (correlation, canonical correlation, etc.)

62F15: Bayesian inference

62J12: Generalized linear models (logistic models)

Related Items

The local structure of globalization

Uses Software

• covreg

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Generating random correlation matrices based on partial correlations
• Bayesian inference for categorical data analysis
• Modeling covariance matrices via partial autocorrelations
• Bayesian inference for a covariance matrix
• Multivariate empirical Bayes and estimation of covariance matrices
• An introduction to copulas. Properties and applications
• Multivariate regression analysis of panel data with binary outcomes applied to unemployment data
• Estimation of a covariance matrix using the reference prior
• Bayesian modeling of several covariance matrices and some results on propriety of the posterior for linear regression with correlated and/or heterogeneous errors
• Calibration and empirical Bayes variable selection
• Efficient estimation of covariance selection models
• A Covariance Regression Model
• Shrinkage Estimators for Covariance Matrices
• Dynamic Conditionally Linear Mixed Models for Longitudinal Data
• A Note on MAR, Identifying Restrictions, Model Comparison, and Sensitivity Analysis in Pattern Mixture Models with and without Covariates for Incomplete Data
• The Matrix-Logarithmic Covariance Model
• Longitudinal profiling of health care units based on continuous and discrete patient outcomes
• Missing Data in Longitudinal Studies
• Bayesian analysis of covariance matrices and dynamic models for longitudinal data
• Parsimonious Covariance Matrix Estimation for Longitudinal Data
• Maximum likelihood estimation of generalised linear models for multivariate normal covariance matrix
• Flexible Empirical Bayes Estimation for Wavelets
• Nonconjugate Bayesian Estimation of Covariance Matrices and Its Use in Hierarchical Models
• Bayesian Measures of Model Complexity and Fit
• Joint mean-covariance models with applications to longitudinal data: unconstrained parameterisation
• Bayesian Analysis of Binary and Polychotomous Response Data
• Bayesian correlation estimation