Longitudinal data analysis: Non-stationary error structures and antedependent models

被引:0
|
作者
Nunez-Anton, V [1 ]
机构
[1] Univ Basque Country, Dept Econometria & Estadist, Bilbao 48015, Spain
来源
关键词
unequally spaced observations; growth curve; restricted maximum likelihood estimation; cochlear implant;
D O I
10.1002/(SICI)1099-0747(199709/12)13:3/4<279::AID-ASM322>3.0.CO;2-3
中图分类号
C93 [管理学]; O22 [运筹学];
学科分类号
070105 ; 12 ; 1201 ; 1202 ; 120202 ;
摘要
Non-stationary covariance structures had not been analyzed in detail for longitudinal data mainly because the existing applications did not require their use. Data from the Iowa Cochlear Implant Project showed this type of structure and the problem needed to be addressed. We propose a linear model for longitudinal data in which the correlation structure includes the Box-Cox transformation of the time scale. This transformation can produce nonstationary covariance structures within subjects, with stationarity as a special case. Restricted maximum likelihood methods for parameter estimation (REML) are discussed and the method is applied to speech recognition data from the Iowa Cochlear Implant Project. The growth curve for this audiologic performance measure is shown. Possible extensions for the model are suggested. (C) 1998 John Wiley & Sons, Ltd.
引用
收藏
页码:279 / 287
页数:9
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