A joint modelling approach for longitudinal studies

DOI10.1111/RSSB.12065zbMATH Open1414.62388OpenAlexW2035295288MaRDI QIDQ5379907FDOQ5379907

Authors: Weiping Zhang, Chenlei Leng, Cheng Yong Tang 

Publication date: 14 June 2019

Published in: Journal of the Royal Statistical Society Series B: Statistical Methodology (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/rssb.12065

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zbMATH Keywords

correlation matrixlongitudinal data analysismodified Cholesky decompositionjoint modellinghyperspherical co-ordinates

Mathematics Subject Classification ID

Directional data; spatial statistics (62H11) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to biology and medical sciences; meta analysis (62P10) Measures of association (correlation, canonical correlation, etc.) (62H20)

Cited In (48)

• Estimation of semi-varying coefficient models for longitudinal data with irregular error structure
• Two Cholesky-log-GARCH models for multivariate volatilities
• Analysis of multivariate longitudinal data using ARMA Cholesky and hypersphere decompositions
• Robust statistical inference for longitudinal data with nonignorable dropouts
• Joint decision of pricing and ordering in stochastic demand with Nash bargaining fairness
• A longitudinal data analysis interpretation of credibility models
• Robust probit linear mixed models for longitudinal binary data
• Robust semiparametric modeling of mean and covariance in longitudinal data
• Estimation of a rank-reduced functional-coefficient panel data model with serial correlation
• An extension of the partially linear Rice regression model for bimodal and correlated data
• ARMA Cholesky factor models for the covariance matrix of linear models
• Improved kth power expectile regression with nonignorable dropouts
• A robust joint modeling approach for longitudinal data with informative dropouts
• Bayesian estimation for longitudinal data in a joint model with HPCs
• Robust modeling of multivariate longitudinal data using modified Cholesky and hypersphere decompositions
• Robust maximum \(L_q\)-likelihood estimation of joint mean-covariance models for longitudinal data
• Triangular angles parameterization for the correlation matrix of bivariate longitudinal data
• Nonparametric covariance estimation with shrinkage toward stationary models
• Robust estimation in multivariate heteroscedastic regression models with autoregressive covariance structures using EM algorithm
• jmcm: a Python package for analyzing longitudinal data using joint mean-covariance models
• Improved composite quantile regression and variable selection with nonignorable dropouts
• GEE analysis in joint mean-covariance model for longitudinal data
• Joint modeling of mean-covariance structures based on partial autocorrelation for longitudinal data
• Multivariate probit linear mixed models for multivariate longitudinal binary data
• Title not available (Why is that?)
• Improved empirical likelihood inference and variable selection for generalized linear models with longitudinal nonignorable dropouts
• A Bayesian method for multinomial probit model
• Longitudinal model for a dose-finding study for a rare disease treatment
• Bayesian semi-parametric modeling of covariance matrices for multivariate longitudinal data
• Title not available (Why is that?)
• Distribution of random correlation matrices: hyperspherical parameterization of the Cholesky factor
• A novel robust approach for analysis of longitudinal data
• A Cholesky factor model in correlation modeling for discrete longitudinal data
• Dynamic asset correlations based on vines
• Empirical likelihood inference for longitudinal data with covariate measurement errors: an application to the LEAN study
• Parsimonious mean-covariance modeling for longitudinal data with ARMA errors
• A joint mean-correlation modeling approach for longitudinal zero-inflated count data
• Joint Models for a Primary Endpoint and Multiple Longitudinal Covariate Processes
• Bayesian estimation in generalized linear models for longitudinal data with hyperspherical coordinates
• Pairwise Fitting of Mixed Models for the Joint Modeling of Multivariate Longitudinal Profiles
• Generalized partial linear models with nonignorable dropouts
• Conditional generalized estimating equations of mean-variance-correlation for clustered data
• Bayesian analysis of spherically parameterized dynamic multivariate stochastic volatility models
• Modelling correlation matrices in multivariate data, with application to reciprocity and complementarity of child-parent exchanges of support
• Multivariate robust linear models for multivariate longitudinal data
• Title not available (Why is that?)
• A Cholesky-based estimation for large-dimensional covariance matrices
• Bayesian estimation of correlation matrices of longitudinal data

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