Regressograms and Mean-Covariance Models for Incomplete Longitudinal Data

DOI10.1080/00031305.2012.695935MaRDI QIDQ5876895zbMATH OpenOpenAlexWikidataFDO

Authors Tanya P. Garcia, P. Kohli, M. Pourahmadi

Publication date 2 February 2023

Published in The American Statistician (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/00031305.2012.695935

zbMATH Keywords

missing dataexpectation-maximizationcovariance structuregraphical toolsregressograms

Mathematics Subject Classification ID

Statistics (62-XX)

Cites work

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• Computing the nearest correlation matrix--a problem from finance
• Direct Calculation of the Information Matrix via the EM Algorithm
• Estimation of multivariate normal covariance and precision matrices in a star-shape model with missing data
• Graphical Diagnostics for Modeling Unstructured Covariance Matrices
• Inference and missing data
• Joint mean-covariance models with applications to longitudinal data: unconstrained parameterisation
• On modelling mean-covariance structures in longitudinal studies

Cited in

(3)

• Optimal designs for mean-covariance models with missing observations
• Modeling the Cholesky factors of covariance matrices of multivariate longitudinal data
• Robust estimation of mean and covariance for longitudinal data with dropouts

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