A joint modelling approach for longitudinal studies
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Publication:5379907
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Cited in
(48)- A Cholesky factor model in correlation modeling for discrete longitudinal data
- Triangular angles parameterization for the correlation matrix of bivariate longitudinal data
- scientific article; zbMATH DE number 5018172 (Why is no real title available?)
- jmcm: a Python package for analyzing longitudinal data using joint mean-covariance models
- Improved empirical likelihood inference and variable selection for generalized linear models with longitudinal nonignorable dropouts
- An extension of the partially linear Rice regression model for bimodal and correlated data
- Improved composite quantile regression and variable selection with nonignorable dropouts
- Bayesian estimation for longitudinal data in a joint model with HPCs
- Analysis of multivariate longitudinal data using ARMA Cholesky and hypersphere decompositions
- GEE analysis in joint mean-covariance model for longitudinal data
- Robust statistical inference for longitudinal data with nonignorable dropouts
- Two Cholesky-log-GARCH models for multivariate volatilities
- Joint modeling of mean-covariance structures based on partial autocorrelation for longitudinal data
- Bayesian estimation in generalized linear models for longitudinal data with hyperspherical coordinates
- scientific article; zbMATH DE number 7307470 (Why is no real title available?)
- Pairwise Fitting of Mixed Models for the Joint Modeling of Multivariate Longitudinal Profiles
- A Bayesian method for multinomial probit model
- Nonparametric covariance estimation with shrinkage toward stationary models
- Robust semiparametric modeling of mean and covariance in longitudinal data
- Distribution of random correlation matrices: hyperspherical parameterization of the Cholesky factor
- Dynamic asset correlations based on vines
- A joint mean-correlation modeling approach for longitudinal zero-inflated count data
- ARMA Cholesky factor models for the covariance matrix of linear models
- Multivariate probit linear mixed models for multivariate longitudinal binary data
- Bayesian analysis of spherically parameterized dynamic multivariate stochastic volatility models
- Improved kth power expectile regression with nonignorable dropouts
- Joint decision of pricing and ordering in stochastic demand with Nash bargaining fairness
- Estimation of a rank-reduced functional-coefficient panel data model with serial correlation
- Joint Models for a Primary Endpoint and Multiple Longitudinal Covariate Processes
- Longitudinal model for a dose-finding study for a rare disease treatment
- Robust maximum \(L_q\)-likelihood estimation of joint mean-covariance models for longitudinal data
- Generalized partial linear models with nonignorable dropouts
- Conditional generalized estimating equations of mean-variance-correlation for clustered data
- Robust probit linear mixed models for longitudinal binary data
- Robust modeling of multivariate longitudinal data using modified Cholesky and hypersphere decompositions
- A longitudinal data analysis interpretation of credibility models
- Empirical likelihood inference for longitudinal data with covariate measurement errors: an application to the LEAN study
- scientific article; zbMATH DE number 7144302 (Why is no real title available?)
- A novel robust approach for analysis of longitudinal data
- Bayesian semi-parametric modeling of covariance matrices for multivariate longitudinal data
- A Cholesky-based estimation for large-dimensional covariance matrices
- Estimation of semi-varying coefficient models for longitudinal data with irregular error structure
- Robust estimation in multivariate heteroscedastic regression models with autoregressive covariance structures using EM algorithm
- Bayesian estimation of correlation matrices of longitudinal data
- 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
- Parsimonious mean-covariance modeling for longitudinal data with ARMA errors
- A robust joint modeling approach for longitudinal data with informative dropouts
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