Maximum likelihood estimation for joint mean-covariance models from unbalanced repeated-measures data

DOI10.1016/J.SPL.2006.07.013zbMATH Open1106.62025OpenAlexW2068820948MaRDI QIDQ871018FDOQ871018

Authors: Christine Spinka, Scott H. Holan 

Publication date: 15 March 2007

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2006.07.013

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zbMATH Keywords

asymptotic normalitymaximum likelihood estimationunbalanced designmodified Cholesky decompositionassociated populationsindependent not identically distributed (i.n.i.d.)

Mathematics Subject Classification ID

Point estimation (62F10) Asymptotic distribution theory in statistics (62E20) Estimation in multivariate analysis (62H12)

Cites Work

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• Title not available (Why is that?)
• Joint mean-covariance models with applications to longitudinal data: unconstrained parameterisation
• The Matrix-Logarithmic Covariance Model
• The asymptotic properties of ML estimators when sampling from associated populations
• Maximum likelihood estimation of generalised linear models for multivariate normal covariance matrix
• Asymptotic Properties of Maximum Likelihood Estimators for the Independent Not Identically Distributed Case
• A NOTE ON THE CONSISTENCY AND MAXIMA OF THE ROOTS OF LIKELIHOOD EQUATIONS
• Title not available (Why is that?)

Cited In (9)

• Covariance matrix estimation using repeated measurements when data are incomplete
• On Computing Maximum-Likelihood Estimates of the Unbalanced Two-Way Random-Effects Model
• A likelihood approximation and shrinkage for unbalanced repeated measures
• Unbalanced Repeated-Measures Models with Structured Covariance Matrices
• Covariate‐based cepstral parameterizations for time‐varying spatial error covariances
• Asymptotic results for maximum likelihood estimators in joint analysis of repeated measurements and survival time
• A cautionary note on generalized linear models for covariance of unbalanced longitudinal data
• Robust estimation of the correlation matrix of longitudinal data
• Restricted maximum likelihood estimation of joint mean-covariance models

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