Assessment of covariance structure in longitudinal analysis

Name: Assessment of covariance structure in longitudinal analysis
Brand: Vita e Pensiero
Availability: OnlineOnly

digital

Article

Magazine

STATISTICA & APPLICAZIONI

Section

Open Access

Title

Assessment of covariance structure in longitudinal analysis

Authors

J. Mohanraj, Mamandur Rangaswamy Srinivasan

Publisher

Vita e Pensiero

Format

Article |

Pdf

Pages

Online from

02-2016

Issn

1824-6672 (print) | 2283-6659 (digital)

Write a comment for this product

Download

Ebook format Pdf readable on these devices:

Computer
with Software:
- Adobe PDF Reader
Android
iPhone/Ipad
with App:
- Adobe PDF Reader
E-Book Reader
Ibs Tolino
Kobo

Description Readers' comments

Linear mixed model with various covariance structures have become increasingly popular in longitudinal data analysis. In this paper estimation of parameters with distinct covariance structures using Maximum Likelihood (ML) and Restricted Maximum Likelihood (REML) methods are considered for evaluation of models using six information criteria, namely AIC, AICC, HQIC, BIC, CAIC and AVIC. The study also involves both the nested and non-nested covariance structure for comparison based on model selection information criteria.

Enter a comment for Assessment of covariance structure in longitudinal analysis