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

DOI10.1016/J.SPL.2006.07.013MaRDI QIDQ871018zbMATH OpenOpenAlexFDO

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

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)

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Cites work

• scientific article; zbMATH DE number 192852 (Why is no real title available?)
• scientific article; zbMATH DE number 1220667 (Why is no real title available?)
• scientific article; zbMATH DE number 1865743 (Why is no real title available?)
• A NOTE ON THE CONSISTENCY AND MAXIMA OF THE ROOTS OF LIKELIHOOD EQUATIONS
• Asymptotic Properties of Maximum Likelihood Estimators for the Independent Not Identically Distributed Case
• Joint mean-covariance models with applications to longitudinal data: unconstrained parameterisation
• Maximum likelihood estimation of generalised linear models for multivariate normal covariance matrix
• The Matrix-Logarithmic Covariance Model
• The asymptotic properties of ML estimators when sampling from associated populations

Cited in

(9)

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

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