A cautionary note on generalized linear models for covariance of unbalanced longitudinal data

DOI10.1016/J.JSPI.2011.09.011MaRDI QIDQ651076zbMATH OpenOpenAlexFDO

Authors Jianhua Z. Huang, Min Chen, M. Maadooliat, M. Pourahmadi

Publication date 8 December 2011

Published in Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL https://epublications.marquette.edu/cgi/viewcontent.cgi?article=1121&context=mscs_fac

zbMATH Keywords

missing dataCholesky decompositionjoint mean-covariance modeling

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Generalized linear models (logistic models) (62J12)

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Cites work

• scientific article; zbMATH DE number 3567782 (Why is no real title available?)
• scientific article; zbMATH DE number 1136416 (Why is no real title available?)
• A robust approach to joint modeling of mean and scale covariance for longitudinal data
• Bayesian modeling of several covariance matrices and some results on propriety of the posterior for linear regression with correlated and/or heterogeneous errors
• Covariance matrix selection and estimation via penalised normal likelihood
• Direct Calculation of the Information Matrix via the EM Algorithm
• Dynamic conditionally linear mixed models for longitudinal data
• Inference and missing data
• Joint mean-covariance models with applications to longitudinal data: unconstrained parameterisation
• Maximum likelihood estimation for joint mean-covariance models from unbalanced repeated-measures data
• Maximum likelihood estimation of generalised linear models for multivariate normal covariance matrix
• Modelling of covariance structures in generalised estimating equations for longitudinal data
• Multivariate T-Distributions and Their Applications
• Nonparametric modeling of longitudinal covariance structure in functional mapping of quantitative trait loci
• On modelling mean-covariance structures in longitudinal studies
• Sparse estimation of large covariance matrices via a nested Lasso penalty
• Statistical Applications of the Multivariate Skew Normal Distribution
• Unbalanced Repeated-Measures Models with Structured Covariance Matrices

Cited in

(3)

• Optimal designs for mean-covariance models with missing observations
• Nonparametric covariance estimation with shrinkage toward stationary models
• Regressograms and Mean-Covariance Models for Incomplete Longitudinal Data

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