University of Limerick Institutional Repository

Modelling of covariance structure in constrained marginal models for longitudinal data

DSpace Repository

Show simple item record

dc.contributor.author Xu, Jing
dc.contributor.author MacKenzie, Gilbert
dc.date.accessioned 2013-01-09T10:07:18Z
dc.date.available 2013-01-09T10:07:18Z
dc.date.issued 2009
dc.identifier.uri http://hdl.handle.net/10344/2795
dc.description peer-reviewed en_US
dc.description.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. en_US
dc.language.iso eng en_US
dc.publisher IWSM en_US
dc.relation.ispartofseries Proceedings of the 24th International Workshop on Statistical Modelling;
dc.relation.uri http://www.statmod.org/workshops.htm
dc.subject longitudinal data en_US
dc.subject inequality constraints en_US
dc.subject marginal models en_US
dc.subject covariance modelling en_US
dc.subject Cholesky decomposition en_US
dc.title Modelling of covariance structure in constrained marginal models for longitudinal data 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


Files in this item

This item appears in the following Collection(s)

Show simple item record

Search ULIR


Browse

My Account

Statistics