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Modelling marginal covariance structures in linear mixed models

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dc.contributor.author MacKenzie, Gilbert
dc.contributor.author Pan, Jianxin
dc.date.accessioned 2013-01-04T11:44:17Z
dc.date.available 2013-01-04T11:44:17Z
dc.date.issued 2001
dc.identifier.uri http://hdl.handle.net/10344/2773
dc.description peer-reviewed en_US
dc.description.abstract Pourahmadi (1999) provided a convenient reparameterisation of the marginal covariance matrix arising in longitudinal studies. We exploit his work to model the dependence of this covariance structure on baseline covariates, time and their interaction. The rationale for this approach is the realisation that in linear mixed models (LMMs) the assumption of a homogeneous covariance structure with respect to the covariate space is a testable model choice. Accordingly, we provide methods for testing this assumption and re-analyse Kenward’s (1987) cattle data set using our new model. en_US
dc.language.iso eng en_US
dc.publisher IWSM en_US
dc.relation.ispartofseries Proceedings of the 16th International Workshop on Statistical Modelling;
dc.relation.uri http://www.statmod.org/workshops.htm
dc.subject Cholesky decomposition en_US
dc.subject covariate dependent covariance en_US
dc.subject linear mixed models en_US
dc.subject longitudinal data en_US
dc.title Modelling marginal covariance structures in linear mixed models en_US
dc.type info:eu-repo/semantics/conferenceObject en_US
dc.type.supercollection all_ul_research en_US
dc.type.supercollection ul_published_reviewed en_US
dc.rights.accessrights info:eu-repo/semantics/openAccess en_US
dc.internal.rssid 1399806


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