Modelling conditional covariance in the linear mixed model
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Publication:4970873
DOI10.1177/1471082X0600700104OpenAlexW1999753322MaRDI QIDQ4970873FDOQ4970873
Authors: Gilbert Mackenzie, Jianxin Pan 
Publication date: 7 October 2020
Published in: Statistical Modelling (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1177/1471082x0600700104
EM algorithmlongitudinal datalinear mixed modelsCholesky decompositionconditional covariancejoint mean-covariance models
Cites Work
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Cited In (9)
- Variable selection in joint modelling of the mean and variance for hierarchical data
- Some recent work on multivariate Gaussian Markov random fields
- Marginal and Conditional Multiple Inference for Linear Mixed Model Predictors
- Mixture regression for longitudinal data based on joint mean-covariance model
- A marginalized multilevel model for bivariate longitudinal binary data
- Semiparametric Bayesian inference for mean-covariance regression models
- An alternative REML estimation of covariance matrices in linear mixed models
- Variable selection in joint mean and dispersion models via double penalized likelihood
- Analysis of conditional covariance structure models
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