# Antedependence Models for Longitudinal Data (Chapman & by Dale L. Zimmerman

By Dale L. Zimmerman

The First booklet devoted to This classification of Longitudinal Models

Although antedependence versions are fairly valuable for modeling longitudinal info that show serial correlation, few books properly disguise those versions. via accumulating effects scattered through the literature, Antedependence types for Longitudinal Data bargains a handy, systematic solution to know about antedependence types. Illustrated with quite a few examples, the publication additionally covers a few vital statistical inference tactics linked to those models.

After describing unstructured and based antedependence types and their homes, the authors talk about casual version id through easy precis facts and graphical equipment. They then current formal likelihood-based tactics for regular antedependence types, together with greatest probability and residual greatest probability estimation of parameters in addition to chance ratio checks and penalized probability version choice standards for the model’s covariance constitution and suggest constitution. The authors additionally evaluate the functionality of antedependence types to different versions regularly occurring for longitudinal data.

With this e-book, readers not need to seek throughout largely scattered magazine articles at the topic. The e-book offers an intensive remedy of the houses and statistical inference systems of assorted antedependence types.

Read Online or Download Antedependence Models for Longitudinal Data (Chapman & Hall/CRC Monographs on Statistics & Applied Probability) PDF

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Additional info for Antedependence Models for Longitudinal Data (Chapman & Hall/CRC Monographs on Statistics & Applied Probability)

Sample text

Note also that as n increases, the number of parameters in a PAC(p) covariance structure increases linearly, in contrast to quadratic growth for the general case. 5) are distinct in the sense that none of them can be expressed as a function of the others, they are not unconstrained, for they must be such that Σ is positive definite. For each marginal variance, © 2010 by Taylor and Francis Group, LLC 34 UNSTRUCTURED ANTEDEPENDENCE MODELS the constraint is merely σii > 0, and the ordinary correlations between consecutive variables need only satisfy −1 < ρi,i+1 < 1 for all i.

4 displays profile plots of the data for each type of implant. Our interest centers on describing how the audiologic performance of individuals receiving each type of implant depends on the elapsed time since implantation. More specifically, we wish to know, primarily, how the mean profiles of the two implant types compare to one another, and secondarily, whether a subject’s audiologic performance tends to become more consistent over time. 4 Profile plots for the speech recognition data: Top panel, cochlear implant type A; bottom panel, cochlear implant type B.

N,n−p . Upon counting the elements in this list, we find that the autoregressive formulation of a PAC(p) covariance structure has (2n−p)(p+1)/2 distinct parameters, the same (necessarily) as the number of parameters in the intervenor-adjusted and precision matrix formulations. However, there is an important difference between the parameters for this formulation and those of the previous two: whereas the parameters of the intervenor-adjusted and precision matrix formulations must satisfy positive definiteness constraints, which are “messy” in terms of what they require of at least some of the individual parameters, the autoregressive parameters {φij } are completely unconstrained and each of the innovation variances {δi } need only be positive.