Bayesian joint modelling of the mean and covariance structures for normal longitudinal data

• Autores: Edilberto Cepeda Cuervo , Vicente A. Núñez Antón
• Localización: Sort: Statistics and Operations Research Transactions, ISSN 1696-2281, Vol. 31, Nº. 2, 2007, págs. 181-199
• Idioma: inglés
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• Dialnet Métricas: 1 Cita
• Resumen

  • We consider the joint modelling of the mean and covariance structures for the general antedependence model, estimating their parameters and the innovation variances in a longitudinal data context. We propose a new and computationally efficient classic estimation method based on the Fisher scoring algorithm to obtain the maximum likelihood estimates of the parameters. In addition, we also propose a new and innovative Bayesian methodology based on the Gibbs sampling, properly adapted for longitudinal data analysis, a methodology that considers linear mean structures and unrestricted covariance structures for normal longitudinal data. We illustrate the proposed methodology and study its strengths and weaknesses by analyzing two examples, the race and the cattle data sets.

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