Semiparametric Mean–Covariance Regression Analysis for Longitudinal Data
From MaRDI portal
Publication:5254946
DOI10.1198/jasa.2009.tm08485zbMath1397.62130OpenAlexW2005384286MaRDI QIDQ5254946
Chenlei Leng, Weiping Zhang, Jian-Xin Pan
Publication date: 11 June 2015
Published in: Journal of the American Statistical Association (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1198/jasa.2009.tm08485
efficiencysemiparametric modelsmodified Cholesky decompositiongeneralised estimating equationcovariance misspecification
Asymptotic properties of parametric estimators (62F12) Nonparametric estimation (62G05) Point estimation (62F10) Generalized linear models (logistic models) (62J12) Analysis of variance and covariance (ANOVA) (62J10)
Related Items
Robust estimation for the correlation matrix of multivariate longitudinal data ⋮ Optimal designs for mean-covariance models with missing observations ⋮ Robust variable selection in semiparametric mean-covariance regression for longitudinal data analysis ⋮ Robust statistical inference for longitudinal data with nonignorable dropouts ⋮ Semiparametric methods for incomplete longitudinal count data with an application to health and retirement study ⋮ Triangular angles parameterization for the correlation matrix of bivariate longitudinal data ⋮ Joint estimation for single index mean-covariance models with longitudinal data ⋮ A moving average Cholesky factor model in covariance modeling for composite quantile regression with longitudinal data ⋮ A new nested Cholesky decomposition and estimation for the covariance matrix of bivariate longitudinal data ⋮ Estimation and model identification of longitudinal data time-varying nonparametric models ⋮ Efficient parameter estimation via modified Cholesky decomposition for quantile regression with longitudinal data ⋮ Robust estimation in joint mean-covariance regression model for longitudinal data ⋮ A joint mean-correlation modeling approach for longitudinal zero-inflated count data ⋮ Robust maximum \(L_q\)-likelihood estimation of joint mean-covariance models for longitudinal data ⋮ WiSER: Robust and scalable estimation and inference of within‐subject variances from intensive longitudinal data ⋮ Improved composite quantile regression and variable selection with nonignorable dropouts ⋮ Partial linear model averaging prediction for longitudinal data ⋮ Robust estimation via modified Cholesky decomposition for modal partially nonlinear models with longitudinal data ⋮ Efficient semiparametric estimation via Cholesky decomposition for longitudinal data ⋮ A moving average Cholesky factor model in joint mean-covariance modeling for longitudinal data ⋮ Covariance estimation: the GLM and regularization perspectives ⋮ Robust estimation of mean and covariance for longitudinal data with dropouts ⋮ Efficient semiparametric estimation in generalized partially linear additive models for longitudinal/clustered data ⋮ Multiple-index varying-coefficient models for longitudinal data ⋮ A robust joint modeling approach for longitudinal data with informative dropouts ⋮ Adaptive robust estimation in joint mean–covariance regression model for bivariate longitudinal data ⋮ Non parametric regression analysis for longitudinal data with time-depending autoregressive error process ⋮ Local estimation for longitudinal semiparametric varying-coefficient partially linear model ⋮ Efficient estimation of longitudinal data additive varying coefficient regression models ⋮ Smoothed empirical likelihood inference via the modified Cholesky decomposition for quantile varying coefficient models with longitudinal data ⋮ A double varying-coefficient modeling approach for analyzing longitudinal observations ⋮ Estimation of a rank-reduced functional-coefficient panel data model with serial correlation ⋮ Two step estimations for a single-index varying-coefficient model with longitudinal data ⋮ Variable Selection for Semiparametric Partially Linear Covariate-Adjusted Regression Models ⋮ Parsimonious mean-covariance modeling for longitudinal data with ARMA errors ⋮ Robust estimation of the correlation matrix of longitudinal data ⋮ Second-order generalized estimating equations for correlated count data ⋮ Improved empirical likelihood inference and variable selection for generalized linear models with longitudinal nonignorable dropouts ⋮ Merging multiple longitudinal studies with study-specific missing covariates: A joint estimating function approach ⋮ Two Cholesky-log-GARCH models for multivariate volatilities ⋮ Joint mean–covariance model in generalized partially linear varying coefficient models for longitudinal data ⋮ Generalized Gaussian Process Regression Model for Non-Gaussian Functional Data ⋮ A new local estimation method for single index models for longitudinal data ⋮ Analysis of longitudinal data with semiparametric varying-coefficient mean-covariance models ⋮ Two-step estimation for longitudinal data when the working correlation matrix is a linear combination of some known matrices ⋮ Generalized partial linear models with nonignorable dropouts ⋮ A semiparametric mixture regression model for longitudinal data ⋮ Estimation of semi-varying coefficient models for longitudinal data with irregular error structure ⋮ Conditional generalized estimating equations of mean-variance-correlation for clustered data ⋮ Latent Gaussian copula models for longitudinal binary data ⋮ Bayesian joint semiparametric mean-covariance modeling for longitudinal data ⋮ Quantile estimations via modified Cholesky decomposition for longitudinal single-index models ⋮ Varying-coefficient mean-covariance regression analysis for longitudinal data ⋮ Improved kth power expectile regression with nonignorable dropouts ⋮ Nonparametric estimation of mean and covariance structures for longitudinal data