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- W2000585421 abstract "Summary We consider the analysis of longitudinal data when the covariance function is modeled by additional parameters to the mean parameters. In general, inconsistent estimators of the covariance (variance/correlation) parameters will be produced when the “working” correlation matrix is misspecified, which may result in great loss of efficiency of the mean parameter estimators (albeit the consistency is preserved). We consider using different “working” correlation models for the variance and the mean parameters. In particular, we find that an independence working model should be used for estimating the variance parameters to ensure their consistency in case the correlation structure is misspecified. The designated “working” correlation matrices should be used for estimating the mean and the correlation parameters to attain high efficiency for estimating the mean parameters. Simulation studies indicate that the proposed algorithm performs very well. We also applied different estimation procedures to a data set from a clinical trial for illustration." @default.
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- W2000585421 date "2007-01-23" @default.
- W2000585421 modified "2023-10-16" @default.
- W2000585421 title "A Modified Pseudolikelihood Approach for Analysis of Longitudinal Data" @default.
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- W2000585421 doi "https://doi.org/10.1111/j.1541-0420.2006.00728.x" @default.
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