Regressograms and Mean-Covariance Models for Incomplete Longitudinal Data

DOI10.1080/00031305.2012.695935OpenAlexW2046937456WikidataQ58150925 ScholiaQ58150925MaRDI QIDQ5876895FDOQ5876895

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

• Computing the nearest correlation matrix--a problem from finance
• Title not available (Why is that?)
• Inference and missing data
• Title not available (Why is that?)
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• Joint mean-covariance models with applications to longitudinal data: unconstrained parameterisation
• On modelling mean-covariance structures in longitudinal studies
• Direct Calculation of the Information Matrix via the EM Algorithm
• A study of algorithms for covariance structure analysis with specific comparisons using factor analysis
• Estimation of multivariate normal covariance and precision matrices in a star-shape model with missing data
• A cautionary note on generalized linear models for covariance of unbalanced longitudinal data
• Graphical Diagnostics for Modeling Unstructured Covariance Matrices

Cited In (3)

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

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