標題: A robust approach to t linear mixed models applied to multiple sclerosis data
作者: Lin, TI
Lee, JC
統計學研究所
資訊管理與財務金融系 註:原資管所+財金所
Institute of Statistics
Department of Information Management and Finance
關鍵字: fisher scoring;longitudinal data;prediction;random effects;t-REML
公開日期: 30-四月-2006
摘要: We discuss a robust extension of linear mixed models based on the multivariate t distribution. Since longitudinal data are successively collected over time and typically tend to be autocorrelated, we employ a parsimonious first-order autoregressive dependence structure for the within-subject errors. A score test statistic for testing the existence of autocorrelation among the within-subject errors is derived. Moreover, we develop an explicit scoring procedure for the maximum likelihood estimation with standard errors as a by-product. The technique for predicting future responses of a subject given past measurements is also investigated. Results are illustrated with real data from a multiple sclerosis clinical trial. Copyright (c) 2005 John Wiley & Sons, Ltd.
URI: http://dx.doi.org/10.1002/sim.2384
http://hdl.handle.net/11536/12355
ISSN: 0277-6715
DOI: 10.1002/sim.2384
期刊: STATISTICS IN MEDICINE
Volume: 25
Issue: 8
起始頁: 1397
結束頁: 1412
顯示於類別:期刊論文


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