Modelling conditional covariance in the linear mixed model

DOI10.1177/1471082X0600700104OpenAlexW1999753322MaRDI QIDQ4970873

Gilbert MacKenzie, Jian-Xin Pan

Publication date: 7 October 2020

Published in: Statistical Modelling (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1177/1471082x0600700104

zbMATH Keywords

EM algorithmlongitudinal datalinear mixed modelsCholesky decompositionconditional covariancejoint mean-covariance models

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items (7)

Mixture regression for longitudinal data based on joint mean-covariance model ⋮ Semiparametric Bayesian inference for mean-covariance regression models ⋮ Some recent work on multivariate Gaussian Markov random fields ⋮ A marginalized multilevel model for bivariate longitudinal binary data ⋮ An alternative REML estimation of covariance matrices in linear mixed models ⋮ Variable selection in joint mean and dispersion models via double penalized likelihood ⋮ Variable selection in joint modelling of the mean and variance for hierarchical data

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