The following pages link to (Q4875372):
Displaying 50 items.
- Bayesian alternatives to null-hypothesis significance testing for repeated-measures designs (Q296942) (← links)
- Raw data maximum likelihood estimation for common principal component models: a state space approach (Q316724) (← links)
- Model determination and estimation for the growth curve model via group SCAD penalty (Q392072) (← links)
- Continuous-discrete state-space modeling of panel data with nonlinear filter algorithms (Q413962) (← links)
- Representing sudden shifts in intensive dyadic interaction data using differential equation models with regime switching (Q725305) (← links)
- Fitting nonlinear ordinary differential equation models with random effects and unknown initial conditions using the stochastic approximation expectation-maximization (SAEM) algorithm (Q736434) (← links)
- Score test for a separable covariance structure with the first component as compound symmetric correlation matrix (Q739588) (← links)
- Comparison of curves based on a Cramér-von Mises statistic (Q956881) (← links)
- Multivariate distributions with correlation matrices for nonlinear repeated measurements (Q959199) (← links)
- Longitudinal data model selection (Q959391) (← links)
- A Bayesian regression model for multivariate functional data (Q961857) (← links)
- An alternative approach to the analysis of longitudinal data via generalized estimating equations (Q1372344) (← links)
- Diagnostic tools for random effects in the repeated measures growth curve model (Q1566698) (← links)
- Testing the hypothesis of a block compound symmetric covariance matrix for elliptically contoured distributions (Q1694370) (← links)
- Panel regression models for measuring multidimensional poverty dynamics (Q1766984) (← links)
- A semiparametric regression model for paired longitudinal outcomes with application in childhood blood pressure development (Q1940023) (← links)
- Pursuing collective synchrony in teams: a regime-switching dynamic factor model of speed similarity in soccer (Q2073748) (← links)
- Generalized ridge and principal correlation estimator of the regression coefficient in growth curve model (Q2174508) (← links)
- Continuous time state space modeling of panel data by means of sem (Q2250627) (← links)
- Estimation of parameters in the extended growth curve model via outer product least squares for covariance (Q2341890) (← links)
- A unified approach on residuals, leverages and outliers in the linear mixed model (Q2384659) (← links)
- Properties of principal component methods for functional and longitudinal data analysis (Q2500460) (← links)
- SEM Modeling with Singular Moment Matrices Part II: ML-Estimation of Sampled Stochastic Differential Equations (Q2893438) (← links)
- A statistical model for under- or overdispersed clustered and longitudinal count data (Q3013945) (← links)
- Mixed-Effects State-Space Models for Analysis of Longitudinal Dynamic Systems (Q3013977) (← links)
- The linear mixed model and the hierarchical Ornstein-Uhlenbeck model: Some equivalences and differences (Q3018640) (← links)
- Vector splines and other vector smoothers (Q3298011) (← links)
- Mixed effect models for absolute log returns of ultra high frequency data (Q3439758) (← links)
- Modeling Individual Effects in the Cormack-Jolly-Seber Model: A State-Space Formulation (Q3506478) (← links)
- Continuous time modeling of panel data: SEM versus filter techniques (Q3525701) (← links)
- Nonlinear continuous time modeling approaches in panel research (Q3525702) (← links)
- Analyzing reciprocal relationships by means of the continuous‐time autoregressive latent trajectory model (Q3525704) (← links)
- SEMI‐PARAMETRIC ANALYSIS OF COVARIANCE UNDER DEPENDENCE CONDITIONS WITHIN EACH GROUP (Q3530173) (← links)
- Latent Variable Modelling: A Survey* (Q3608238) (← links)
- Semiparametric Residuals and Analysis for a Scleroderma Clinical Trial (Q3652665) (← links)
- Some empirical investigations of the autocorrelation function extrapolation (Q4239723) (← links)
- Computational aspects of likelihood-based estimation of first-order antedependence models (Q4383710) (← links)
- A Bayesian Approach for Nonlinear Regression Models with Continuous Errors (Q4412411) (← links)
- A TWO-STAGE ESTIMATION PROCEDURE FOR LINEAR MIXED-EFFECTS MODELS (Q4540574) (← links)
- ESTIMATION OF FAMILIAL CORRELATIONS UNDER AUTOREGRESSIVE CIRCULAR COVARIANCE (Q4540690) (← links)
- Analysis of multivariate repeated measures data with a Kronecker product structured covariance matrix (Q4540837) (← links)
- Relating the Classical Covariance Adjustment Techniques of Multivariate Growth Curve Models to Modern Univariate Mixed Effects Models (Q4666683) (← links)
- Modeling Nonstationary Longitudinal Data (Q4670401) (← links)
- Regression Model Selection—A Residual Likelihood Approach (Q4670769) (← links)
- Extending the State-Space Model to Accommodate Missing Values in Responses and Covariates (Q4916939) (← links)
- Regression models for covariance structures in longitudinal studies (Q4970699) (← links)
- Quantile regression modeling of latent trajectory features with longitudinal data (Q5036944) (← links)
- (Q5101818) (← links)
- Distance-based approach in univariate longitudinal data analysis (Q5128948) (← links)
- A multilevel model with autoregressive components for the analysis of tribal art prices (Q5130328) (← links)
