Advanced Search
MyIDEAS: Login to save this article or follow this journal

Joint estimation of mean-covariance model for longitudinal data with basis function approximations

Contents:

Author Info

  • Mao, Jie
  • Zhu, Zhongyi
  • Fung, Wing K.
Registered author(s):

    Abstract

    When the selected parametric model for the covariance structure is far from the true one, the corresponding covariance estimator could have considerable bias. To balance the variability and bias of the covariance estimator, we employ a nonparametric method. In addition, as different mean structures may lead to different estimators of the covariance matrix, we choose a semiparametric model for the mean so as to provide a stable estimate of the covariance matrix. Based on the modified Cholesky decomposition of the covariance matrix, we construct the joint mean-covariance model by modeling the smooth functions using the spline method and estimate the associated parameters using the maximum likelihood approach. A simulation study and a real data analysis are conducted to illustrate the proposed approach and demonstrate the flexibility of the suggested model.

    Download Info

    If you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.
    File URL: http://www.sciencedirect.com/science/article/B6V8V-50T9WRW-1/2/83effc5890e86dfb0ba57d81338a8d3e
    Download Restriction: Full text for ScienceDirect subscribers only.

    As the access to this document is restricted, you may want to look for a different version under "Related research" (further below) or search for a different version of it.

    Bibliographic Info

    Article provided by Elsevier in its journal Computational Statistics & Data Analysis.

    Volume (Year): 55 (2011)
    Issue (Month): 2 (February)
    Pages: 983-992

    as in new window
    Handle: RePEc:eee:csdana:v:55:y:2011:i:2:p:983-992

    Contact details of provider:
    Web page: http://www.elsevier.com/locate/csda

    Related research

    Keywords: Basis function BIC B-splines Modified Cholesky decomposition Partially linear model;

    References

    References listed on IDEAS
    Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
    as in new window
    1. He, Xuming & Fung, Wing K. & Zhu, Zhongyi, 2005. "Robust Estimation in Generalized Partial Linear Models for Clustered Data," Journal of the American Statistical Association, American Statistical Association, American Statistical Association, vol. 100, pages 1176-1184, December.
    2. Xuming He, 2002. "Estimation in a semiparametric model for longitudinal data with unspecified dependence structure," Biometrika, Biometrika Trust, Biometrika Trust, vol. 89(3), pages 579-590, August.
    3. Wei Biao Wu, 2003. "Nonparametric estimation of large covariance matrices of longitudinal data," Biometrika, Biometrika Trust, Biometrika Trust, vol. 90(4), pages 831-844, December.
    4. Jianqing Fan & Runze Li, 2004. "New Estimation and Model Selection Procedures for Semiparametric Modeling in Longitudinal Data Analysis," Journal of the American Statistical Association, American Statistical Association, American Statistical Association, vol. 99, pages 710-723, January.
    5. Zhongyi Zhu & Wing K. Fung & Xuming He, 2008. "On the asymptotics of marginal regression splines with longitudinal data," Biometrika, Biometrika Trust, Biometrika Trust, vol. 95(4), pages 907-917.
    6. Fan, Jianqing & Huang, Tao & Li, Runze, 2007. "Analysis of Longitudinal Data With Semiparametric Estimation of Covariance Function," Journal of the American Statistical Association, American Statistical Association, American Statistical Association, vol. 102, pages 632-641, June.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as in new window

    Cited by:
    1. Li, Yang & Zhao, Hui & Sun, Jianguo & Kim, KyungMann, 2014. "Nonparametric tests for panel count data with unequal observation processes," Computational Statistics & Data Analysis, Elsevier, Elsevier, vol. 73(C), pages 103-111.
    2. Xueying Zheng & Wing Fung & Zhongyi Zhu, 2013. "Robust estimation in joint mean–covariance regression model for longitudinal data," Annals of the Institute of Statistical Mathematics, Springer, vol. 65(4), pages 617-638, August.

    Lists

    This item is not listed on Wikipedia, on a reading list or among the top items on IDEAS.

    Statistics

    Access and download statistics

    Corrections

    When requesting a correction, please mention this item's handle: RePEc:eee:csdana:v:55:y:2011:i:2:p:983-992. See general information about how to correct material in RePEc.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Zhang, Lei).

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If references are entirely missing, you can add them using this form.

    If the full references list an item that is present in RePEc, but the system did not link to it, you can help with this form.

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your profile, as there may be some citations waiting for confirmation.

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.