Pages that link to "Item:Q1600734"
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The following pages link to Analysis of multivariate longitudinal data using quasi-least squares (Q1600734):
Displaying 25 items.
- Unconstrained models for the covariance structure of multivariate longitudinal data (Q413755) (← links)
- Analysis of multi-level correlated data in the framework of generalized estimating equations via xtmultcorr procedures in Stata and qls functions in Matlab (Q440079) (← links)
- On matrix-variate regression analysis (Q444987) (← links)
- On implementation of a test for Kronecker product covariance structure for multivariate repeated measures data (Q713664) (← links)
- Score test for a separable covariance structure with the first component as compound symmetric correlation matrix (Q739588) (← links)
- On eliminating the asymptotic bias in the quasi-least squares estimate of the correlation parameter. (Q1298892) (← links)
- Analysis of growth curves with patterned correlation matrices using quasi-least squares (Q1410580) (← links)
- A new nested Cholesky decomposition and estimation for the covariance matrix of bivariate longitudinal data (Q1659029) (← links)
- An expectation-maximization algorithm for the matrix normal distribution with an application in remote sensing (Q1661328) (← links)
- Triangular angles parameterization for the correlation matrix of bivariate longitudinal data (Q2131908) (← links)
- A likelihood ratio test for separability of covariances (Q2493131) (← links)
- Estimating and Testing a Structured Covariance Matrix for Three-Level Multivariate Data (Q3015907) (← links)
- Likelihood-based approach for analysis of longitudinal nominal data using marginalized random effects models (Q3019501) (← links)
- Use of Quasi-Least Squares to Adjust for Two Levels of Correlation (Q3078983) (← links)
- A Quadratic Classification Rule with Equicorrelated Training Vectors for Non Random Samples (Q3083772) (← links)
- Classification Rules for Multivariate Repeated Measures Data with Equicorrelated Correlation Structure on Both Time and Spatial Repeated Measurements (Q3168542) (← links)
- Adaptation of Quasi-Least Squares to Estimate Correlations within a Nuclear Family (Q3645027) (← links)
- Analysis of Serially Correlated Data Using Quasi-Least Squares (Q4666104) (← links)
- Robust estimation for the correlation matrix of multivariate longitudinal data (Q5033434) (← links)
- Screening for prostate cancer using multivariate mixed-effects models (Q5127029) (← links)
- Risk-predictive probabilities and dynamic nonparametric conditional quantile models for longitudinal analysis (Q5155194) (← links)
- Modeling the Cholesky factors of covariance matrices of multivariate longitudinal data (Q5964276) (← links)
- Multivariate mix-GEE models for longitudinal data with multiple outcomes (Q6168123) (← links)
- Multivariate probit linear mixed models for multivariate longitudinal binary data (Q6618443) (← links)
- Graphical models for mean and covariance of multivariate longitudinal data (Q6627998) (← links)
