ECM-based maximum likelihood inference for multivariate linear mixed models with autoregressive errors

NCU Institutional Repository > 理學院 > 統計研究所 > 期刊論文 > Item 987654321/51828

請使用永久網址來引用或連結此文件: http://ir.lib.ncu.edu.tw/handle/987654321/51828

題名:	ECM-based maximum likelihood inference for multivariate linear mixed models with autoregressive errors
作者:	Wang,WL;Fan,TH
貢獻者:	統計研究所
關鍵詞:	LONGITUDINAL DATA;AR(1) ERRORS;EM-ALGORITHM;PREDICTION;ARMA(P
日期:	2010
上傳時間:	2012-03-27 19:07:12 (UTC+8)
出版者:	國立中央大學
摘要:	For the analysis of longitudinal data with multiple characteristics, we are devoted to providing additional tools for multivariate linear mixed models in which the errors are assumed to be serially correlated according to an autoregressive process. We present a computationally flexible ECM procedure for obtaining the maximum likelihood estimates of model parameters. A score test statistic for testing the existence of autocorrelation among within-subject errors of each characteristic is derived. The techniques for the estimation of random effects and the prediction of further responses given past repeated measures are also investigated. The methodology is illustrated through an application to a set of AIDS data and two small simulation studies. (C) 2009 Elsevier B.V. All rights reserved.
關聯:	COMPUTATIONAL STATISTICS & DATA ANALYSIS
顯示於類別:	[統計研究所] 期刊論文

文件中的檔案:

檔案	描述	大小	格式	瀏覽次數
index.html		0Kb	HTML	562	檢視/開啟

在NCUIR中所有的資料項目都受到原著作權保護.

社群 sharing