A cautionary note on generalized linear models for covariance of unbalanced longitudinal data
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Publication:651076
DOI10.1016/J.JSPI.2011.09.011zbMATH Open1229.62096OpenAlexW2158344531MaRDI QIDQ651076FDOQ651076
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
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Cites Work
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- Inference and missing data
- Multivariate T-Distributions and Their Applications
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- Unbalanced Repeated-Measures Models with Structured Covariance Matrices
- Joint mean-covariance models with applications to longitudinal data: unconstrained parameterisation
- A robust approach to joint modeling of mean and scale covariance for longitudinal data
- Modelling of covariance structures in generalised estimating equations for longitudinal data
- Dynamic conditionally linear mixed models for longitudinal data
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- On modelling mean-covariance structures in longitudinal studies
- Maximum likelihood estimation of generalised linear models for multivariate normal covariance matrix
- Maximum likelihood estimation for joint mean-covariance models from unbalanced repeated-measures data
- Covariance matrix selection and estimation via penalised normal likelihood
- Direct Calculation of the Information Matrix via the EM Algorithm
- Bayesian modeling of several covariance matrices and some results on propriety of the posterior for linear regression with correlated and/or heterogeneous errors
- Nonparametric modeling of longitudinal covariance structure in functional mapping of quantitative trait loci
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