GEE analysis in joint mean-covariance model for longitudinal data

Fei Lu, Liugen Xue and Xiong Cai

Statistics & Probability Letters, 2020, vol. 160, issue C

Abstract: In this paper, we propose generalized estimating equations for the regression parameters in joint mean-covariance model for longitudinal data, motivated by the alternative Cholesky decomposition. This decomposition causes robust estimation of the correlation matrix against model misspecification for innovation variances.

Keywords: Robust estimation; Correlation matrix; Generalized estimating equations; Longitudinal data; Cholesky decomposition (search for similar items in EconPapers)
Date: 2020
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DOI: 10.1016/j.spl.2020.108705

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