Loading...
Modelling of covariance structure in constrained marginal models for longitudinal data
Date
2009
Abstract
A data-driven method for modelling intra-subject covariance matrix is introduced to constrained marginal models with longitudinal data. A constrained iteratively re-weighted least squares algorithm is presented consequently. Asymptotic properties of the constrained ML estimates, including strong consistency, approximate representation and asymptotic distribution, are given. Real data analysis and simulations are conducted to compare our new approach with classical menu-selection-based modelling technique.
Supervisor
Description
peer-reviewed
Publisher
IWSM
Citation
Proceedings of the 24th International Workshop on Statistical Modelling;