Modeling Covariance Parameters for Purely Autoregressive Correlated Longitudinal Data

DOI10.1081/SAC-200047122zbMath1061.62127OpenAlexW2031304259MaRDI QIDQ4678887

Mohammad Al-Rawwash

Publication date: 23 May 2005

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1081/sac-200047122

zbMATH Keywords

tableslongitudinal dataiterative methodcovariance matrixautoregressiverepeated measurementsGaussian estimationmisspecified structure

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Generalized linear models (logistic models) (62J12)

Cites Work

• Unnamed Item
• Longitudinal data analysis using generalized linear models
• Random-Effects Models for Longitudinal Data
• Fast optimization of the exact likelihood of AR and ARMA processes
• Optimal estimating functions, quasi-likelihood and statistical modelling
• An alternative approach to the analysis of longitudinal data via generalized estimating equations
• On Repeated Measures Analysis with Misspecified Covariance Structure
• Some new algorithms for computing restricted maximum likelihood estimates of variance components
• Correlated Binary Regression with Covariates Specific to Each Binary Observation
• Estimating Equations for Parameters in Means and Covariances of Multivariate Discrete and Continuous Responses
• Computing the likelihood and its dierivatives for a gaussian ARMA model
• Prediction and Estimation of Growth Curves With Special Covariance Structures
• Maximum Likelihood Approaches to Variance Component Estimation and to Related Problems
• ON THE UNIMODALITY OF THE EXACT LIKELIHOOD FUNCTION FOR NORMAL AR(2) SERIES
• Working correlation structure misspecification, estimation and covariate design: Implications for generalised estimating equations performance
• Maximum likelihood estimation of generalised linear models for multivariate normal covariance matrix
• GEE with Gaussian Estimation of the Correlations When Data Are Incomplete
• Analysis of Longitudinal Data with Unequally Spaced Observations and Time- Dependent Correlated Errors
• On the use of a working correlation matrix in using generalised linear models for repeated measures
• Modelling panels of intercorrelated autoregressive time series
• A generalized multivariate analysis of variance model useful especially for growth curve problems

This page was built for publication: Modeling Covariance Parameters for Purely Autoregressive Correlated Longitudinal Data