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Analysis of ordinal and continuous longitudinal responses using pair copula construction

Author

Listed:
  • Saeide Sefidi

    (Shahid Beheshti University)

  • Mojtaba Ganjali

    (Shahid Beheshti University)

  • Taban Baghfalaki

    (Tarbiat Modares University)

Abstract

In this paper, we present a model based on pair copula construction for bivariate longitudinal mixed ordinal and continuous responses. The temporal association of each response is separately modeled using pair copula construction with a D-vine structure and the contemporaneous association of bivariate responses is then joined by a bivariate copula. We employ a sequential approach for inference and its performance is investigated by a simulation study. Moreover, the proposed model is applied to Peabody Individual Achievement Test (PIAT) dataset which examines the relationship between reading capability and antisocial behavior of children. The result is that, children with low levels of antisocial behavior have better reading ability than that of children with high levels of antisocial behavior.

Suggested Citation

  • Saeide Sefidi & Mojtaba Ganjali & Taban Baghfalaki, 2022. "Analysis of ordinal and continuous longitudinal responses using pair copula construction," METRON, Springer;Sapienza Università di Roma, vol. 80(2), pages 255-280, August.
    • Handle: RePEc:spr:metron:v:80:y:2022:i:2:d:10.1007_s40300-022-00231-2
    DOI: 10.1007/s40300-022-00231-2
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    References listed on IDEAS

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