Joint mean-covariance random effect model for longitudinal data

doi:10.1002/bimj.201800311

	Joint mean-covariance random effect model for longitudinal data
	Bai, Yongxin ; Qian, Manling ; Tian, Maozai
	2019-09-23
发表期刊	BIOMETRICAL JOURNAL
卷号	62 期号:1 页码:7-23
摘要	In this paper, we consider the inherent association between mean and covariance in the joint mean-covariance modeling and propose a joint mean-covariance random effect model based on the modified Cholesky decomposition for longitudinal data. Meanwhile, we apply M-H algorithm to simulate the posterior distributions of model parameters. Besides, a computationally efficient Monte Carlo expectation maximization (MCEM) algorithm is developed for carrying out maximum likelihood estimation. Simulation studies show that the model taking into account the inherent association between mean and covariance has smaller standard deviations of the estimators of parameters, which makes the statistical inferences much more reliable. In the real data analysis, the estimation of parameters in the mean and covariance structure is highly efficient.
关键词	joint mean-covariance model longitudinal data MCEM algorithm random effect
DOI	10.1002/bimj.201800311
收录类别	SCI ; EI ; SCOPUS ; SCIE
ISSN	0323-3847
语种	英语
WOS研究方向	Mathematical & Computational Biology ; Mathematics
WOS类目	Mathematical & Computational Biology ; Statistics & Probability
WOS记录号	WOS:000487490900001
出版者	WILEY
EI入藏号	20231713965660
原始文献类型	Journal article (JA)
EISSN	1521-4036
引用统计	被引频次[WOS]：0 [WOS记录] [WOS相关记录]
文献类型	期刊论文
条目标识符	http://ir.lzufe.edu.cn/handle/39EH0E1M/10527
专题	统计与数据科学学院
作者单位	1.Renmin Univ China, Ctr Appl Stat, Sch Stat, Beijing 100872, Peoples R China; 2.Xinjiang Univ Finance & Econ, Sch Stat & Informat, Urumqi, Peoples R China; 3.Lanzhou Univ Finance & Econ, Sch Stat, Lanzhou, Gansu, Peoples R China
推荐引用方式 GB/T 7714	Bai, Yongxin,Qian, Manling,Tian, Maozai. Joint mean-covariance random effect model for longitudinal data[J]. BIOMETRICAL JOURNAL,2019,62(1):7-23.
APA	Bai, Yongxin,Qian, Manling,&Tian, Maozai.(2019).Joint mean-covariance random effect model for longitudinal data.BIOMETRICAL JOURNAL,62(1),7-23.
MLA	Bai, Yongxin,et al."Joint mean-covariance random effect model for longitudinal data".BIOMETRICAL JOURNAL 62.1(2019):7-23.

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