Unconstrained models for the covariance structure of multivariate longitudinal data

DOI10.1016/J.JMVA.2012.01.004zbMATH Open1274.62370OpenAlexW2071151696MaRDI QIDQ413755FDOQ413755

Dale L. Zimmerman, Chulmin Kim

Publication date: 7 May 2012

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

Full work available at URL: https://doi.org/10.1016/j.jmva.2012.01.004

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zbMATH Keywords

longitudinal dataCholesky decompositioncovariance structurecovariance modeling

Mathematics Subject Classification ID

Point estimation (62F10) Asymptotic properties of parametric estimators (62F12) Applications of statistics to biology and medical sciences; meta analysis (62P10) Estimation in multivariate analysis (62H12)

Cites Work

• Title not available (Why is that?)
• Joint mean-covariance models with applications to longitudinal data: unconstrained parameterisation
• The likelihood ratio test for a separable covariance matrix
• The Matrix-Logarithmic Covariance Model
• On modelling mean-covariance structures in longitudinal studies
• Maximum likelihood estimation of generalised linear models for multivariate normal covariance matrix
• Analysis of multivariate repeated measures data with a Kronecker product structured covariance matrix
• General class of covariance structures for two or more repeated factors in longitudinal data analysis
• An adjusted likelihood ratio test for separability in unbalanced multivariate repeated measures data
• MANOVA in the multivariate components of variance model
• Analysis of multivariate longitudinal data using quasi-least squares
• Estimating and Testing a Structured Covariance Matrix for Three-Level Multivariate Data
• Ante-dependence Analysis of an Ordered Set of Variables
• Title not available (Why is that?)
• Multivariate Repeated-Measurement or Growth Curve Models with Multivariate Random-Effects Covariance Structure
• Scheffés mixed model for multivariate repeated measures:a relative efficiency evaluation
• Multivariate analysis with an autoregressive covariance model
• Title not available (Why is that?)
• Regression models for covariance structures in longitudinal studies

Cited In (19)

• Modeling the Cholesky factors of covariance matrices of multivariate longitudinal data
• Analysis of multivariate longitudinal data using ARMA Cholesky and hypersphere decompositions
• Unified Inference for Sparse and Dense Longitudinal Data in Time‐varying Coefficient Models
• A new nested Cholesky decomposition and estimation for the covariance matrix of bivariate longitudinal data
• Robust modeling of multivariate longitudinal data using modified Cholesky and hypersphere decompositions
• Graphical Diagnostics for Modeling Unstructured Covariance Matrices
• Triangular angles parameterization for the correlation matrix of bivariate longitudinal data
• Separability tests for high-dimensional, low-sample size multivariate repeated measures data
• Determination of correlations in multivariate longitudinal data with modified Cholesky and hypersphere decomposition using Bayesian variable selection approach
• Graphical models for mean and covariance of multivariate longitudinal data
• Impact of unknown covariance structures in semiparametric models for longitudinal data: an application to Wisconsin diabetes data
• Bayesian semi-parametric modeling of covariance matrices for multivariate longitudinal data
• Risk-predictive probabilities and dynamic nonparametric conditional quantile models for longitudinal analysis
• Joint mean-covariance models with applications to longitudinal data: unconstrained parameterisation
• Adaptive robust estimation in joint mean–covariance regression model for bivariate longitudinal data
• A cautionary note on generalized linear models for covariance of unbalanced longitudinal data
• Multivariate robust linear models for multivariate longitudinal data
• Robust estimation for the correlation matrix of multivariate longitudinal data
• Bayesian analysis of covariance matrices and dynamic models for longitudinal data

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