Modelling conditional covariance in the linear mixed model

DOI10.1177/1471082X0600700104MaRDI QIDQ4970873zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

EM algorithmlongitudinal datalinear mixed modelsCholesky decompositionconditional covariancejoint mean-covariance models

Mathematics Subject Classification ID

Statistics (62-XX)

Cites work

• scientific article; zbMATH DE number 1865743 (Why is no real title available?)
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• Maximum likelihood estimation of generalised linear models for multivariate normal covariance matrix
• Newton-Raphson and EM Algorithms for Linear Mixed-Effects Models for Repeated-Measures Data
• Nonparametric Estimation of Covariance Structure in Longitudinal Data
• On modelling mean-covariance structures in longitudinal studies
• On the convergence properties of the EM algorithm
• Parametric modelling of growth curve data: An overview. (With comments)
• Random-Effects Models for Longitudinal Data
• Regression models for covariance structures in longitudinal studies
• The Matrix-Logarithmic Covariance Model

Cited in

(9)

• Some recent work on multivariate Gaussian Markov random fields
• Variable selection in joint modelling of the mean and variance for hierarchical data
• 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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