The analysis of multivariate longitudinal data using multivariate marginal models

被引:14
|
作者
Cho, Hyunkeun [1 ]
机构
[1] Western Michigan Univ, Dept Stat, Kalamazoo, MI 49008 USA
关键词
Generalized estimating equation; Longitudinal data; Multiple responses; Multivariate marginal models; Quadratic inference function; SELECTION;
D O I
10.1016/j.jmva.2015.10.012
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
Longitudinal studies often involve multiple outcomes measured repeatedly from the same subject. The analysis of multivariate longitudinal data can be challenging due to its complex correlated nature. In this paper, we develop multivariate marginal models in longitudinal studies with multiple response variables, and improve parameter estimation by incorporating informative correlation structures. In theory, we show that the proposed method yields a consistent and efficient estimator which follows an asymptotic normal distribution. Monte Carlo studies indicate that the proposed method performs well in the sense of reducing bias and improving estimation efficiency. In addition, the proposed approach is applied to a real longitudinal data example of transportation safety with different response families. (C) 2015 Elsevier Inc. All rights reserved.
引用
收藏
页码:481 / 491
页数:11
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