Antedependence models for longitudinal data:
Gespeichert in:
| Hauptverfasser: | , |
|---|---|
| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
Boca Raton, Fla.
Chapman & Hall/CRC
2010
|
| Schriftenreihe: | Monographs on statistics and applied probability
112 |
| Schlagworte: | |
| Online-Zugang: | Inhaltsverzeichnis |
| Beschreibung: | Includes bibliographical references and index |
| Beschreibung: | XVIII, 270 S. |
| ISBN: | 9781420064261 |
Internformat
MARC
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| 245 | 1 | 0 | |a Antedependence models for longitudinal data |c Dale L. Zimmerman ; Vicente A. Núñez-Antón |
| 264 | 1 | |a Boca Raton, Fla. |b Chapman & Hall/CRC |c 2010 | |
| 300 | |a XVIII, 270 S. | ||
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| 490 | 1 | |a Monographs on statistics and applied probability |v 112 | |
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Datensatz im Suchindex
| _version_ | 1804140890288029696 |
|---|---|
| adam_text | Titel: Antedependence models for longitudinal data
Autor: Zimmerman, Dale L.
Jahr: 2010
Contents
Preface xv
1 Introduction 1
1.1 Longitudinal data 1
1.2 Classical methods of analysis 5
1.3 Parametric modeling 7
1.4 Antedependence models, in brief 10
1.5 A motivating example 11
1.6 Overview of the book 14
1.7 Four featured data sets 15
1.7.1 Cattle growth data 15
1.7.2 100-km race data 16
1.7.3 Speech recognition data 18
1.7.4 Fruit fly mortality data 21
2 Unstructured Antedependence Models 27
2.1 Antedependent random variables 27
2.2 Antecorrelation and partial antecorrelation 30
2.3 Equivalent characterizations 34
2.3.1 Precision matrix characterization 34
2.3.2 Autoregressive characterization 39
2.3.3 Marginal characterization 43
2.4 Some results on determinants and traces 46
x CONTENTS
2.5 The first-order case 47
2.6 Variable-order antedependence 52
2.7 Other conditional independence models 56
3 Structured Antedependence Models 59
3.1 Stationary autoregressive models 60
3.2 Heterogeneous autoregressive models 63
3.3 Integrated autoregressive models 64
3.4 Integrated antedependence models 65
3.5 Unconstrained linear models 67
3.6 Power law models 69
3.7 Variable-order SAD models 74
3.8 Nonlinear stationary autoregressive models 76
3.9 Comparisons with other models 77
3.9.1 Vanishing correlation (banded) models 77
3.9.2 Random coefficient models 79
4 Informal Model Identification 83
4.1 Identifying mean structure 84
4.2 Identifying covariance structure: Summary statistics 86
4.3 Identifying covariance structure: Graphical methods 92
4.3.1 Marginal structure 94
4.3.2 Intervenor-adjusted structure 97
4.3.3 Precision matrix structure 106
4.3.4 Autoregressive structure 106
4.4 Concluding remarks 108
CONTENTS xi
5 Likelihood-Based Estimation 111
5.1 Normal linear AD(p) model 111
5.1.1 Model 111
5.1.2 Estimability 114
5.2 Estimation in the general case 116
5.3 Unstructured antedependence: Balanced data 120
5.3.1 S aturated mean 120
5.3.2 Multivariate regression mean 132
5.3.3 Arbitrary linear mean 138
5.4 Unstructured antedependence: Unbalanced data 142
5.4.1 Monotone missing data, saturated mean 144
5.4.2 Monotone missing data, multivariate regression mean 147
5.4.3 Monotone missing data, arbitrary linear mean 150
5.4.4 Other missing data patterns 151
5.5 Structured antedependence models -. 154
5.5.1 Marginal formulation 156
5.5.2 Intervenor-adjusted formulation 159
5.5.3 Precision matrix formulation 160
5.5.4 Autoregressive formulation 160
5.6 Concluding remarks 164
6 Testing Hypotheses on the Covariance Structure 167
6.1 Tests on individual parameters 168
6.1.1 Partial correlations 168
6.1.2 Intervenor-adjusted partial correlations 170
6.1.3 Autoregressive coefficients 171
6.2 Testing for the order of antedependence 172
6.3 Testing for structured antedependence 182
6.4 Testing for homogeneity across groups 184
6.5 Penalized likelihood criteria 188
6.6 Concluding remarks 193
xii CONTENTS
7 Testing Hypotheses on the Mean Structure 195
7.1 One-sample case 196
7.2 Two-sample case 205
7.3 Multivariate regression mean 208
7.4 Other situations 212
7.5 Penalized likelihood criteria 215
7.6 Concluding remarks 217
8 Case Studies 219
8.1 A coherent parametric modeling approach 219
8.2 Case study #1 : Cattle growth data 221
8.3 Case study #2: 100-km race data 224
8.4 Case study #3: Speech recognition data 229
8.5 Case study #4: Fruit fly mortality data 231
8.6 Other studies 233
8.7 Discussion 234
9 Further Topics and Extensions 237
9.1 Alternative estimation methods 237
9.1.1 Nonparametric methods 237
9.1.2 Penalized regression methods 238
9.1.3 Bayesian methods 238
9.2 Nonlinear mean structure 240
9.3 Discrimination under antedependence 241
9.4 Multivariate antedependence models 242
9.5 Spatial antedependence models 243
9.6 Antedependence models for discrete data 245
Appendix 1: Some Matrix Results 249
Appendix 2: Proofs of Theorems 2.5 and 2.6 253
CONTENTS xiii
References 259
Index 267
|
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| discipline | Mathematik Wirtschaftswissenschaften |
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| id | DE-604.BV035907662 |
| illustrated | Not Illustrated |
| indexdate | 2024-07-09T22:07:10Z |
| institution | BVB |
| isbn | 9781420064261 |
| language | English |
| lccn | 2009024574 |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-018764997 |
| oclc_num | 166358421 |
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| physical | XVIII, 270 S. |
| publishDate | 2010 |
| publishDateSearch | 2010 |
| publishDateSort | 2010 |
| publisher | Chapman & Hall/CRC |
| record_format | marc |
| series | Monographs on statistics and applied probability |
| series2 | Monographs on statistics and applied probability |
| spelling | Zimmerman, Dale L. Verfasser aut Antedependence models for longitudinal data Dale L. Zimmerman ; Vicente A. Núñez-Antón Boca Raton, Fla. Chapman & Hall/CRC 2010 XVIII, 270 S. txt rdacontent n rdamedia nc rdacarrier Monographs on statistics and applied probability 112 Includes bibliographical references and index Mathematical statistics Longitudinal studies Núñez-Antón, Vicente A. Verfasser aut Monographs on statistics and applied probability 112 (DE-604)BV002494005 112 HBZ Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=018764997&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Zimmerman, Dale L. Núñez-Antón, Vicente A. Antedependence models for longitudinal data Monographs on statistics and applied probability Mathematical statistics Longitudinal studies |
| title | Antedependence models for longitudinal data |
| title_auth | Antedependence models for longitudinal data |
| title_exact_search | Antedependence models for longitudinal data |
| title_full | Antedependence models for longitudinal data Dale L. Zimmerman ; Vicente A. Núñez-Antón |
| title_fullStr | Antedependence models for longitudinal data Dale L. Zimmerman ; Vicente A. Núñez-Antón |
| title_full_unstemmed | Antedependence models for longitudinal data Dale L. Zimmerman ; Vicente A. Núñez-Antón |
| title_short | Antedependence models for longitudinal data |
| title_sort | antedependence models for longitudinal data |
| topic | Mathematical statistics Longitudinal studies |
| topic_facet | Mathematical statistics Longitudinal studies |
| url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=018764997&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
| volume_link | (DE-604)BV002494005 |
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