Modeling covariance structure in unbalanced longitudinal data
Modeling covariance structure is important for efficient estimation in longitudinal data models. Modified Cholesky decomposition (Pourahmadi, 1999) is used as an unconstrained reparameterization of the covariance matrix. The resulting new parameters have transparent statistical interpretations and a...
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| Format: | Others |
| Language: | en_US |
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2010
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| Online Access: | http://hdl.handle.net/1969.1/ETD-TAMU-3073 http://hdl.handle.net/1969.1/ETD-TAMU-3073 |