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GEE analysis in joint mean-covariance model for longitudinal data. (English) Zbl 1439.62140

Summary: In this paper, we propose generalized estimating equations for the regression parameters in joint mean-covariance model for longitudinal data, motivated by the alternative Cholesky decomposition. This decomposition causes robust estimation of the correlation matrix against model misspecification for innovation variances.

MSC:

62H12 Estimation in multivariate analysis
62J12 Generalized linear models (logistic models)
62H11 Directional data; spatial statistics
62G35 Nonparametric robustness
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References:

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