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The analysis of multivariate longitudinal data using multivariate marginal models
Journal article   Open access   Peer reviewed

The analysis of multivariate longitudinal data using multivariate marginal models

Hyunkeun Cho
Journal of multivariate analysis, Vol.143, pp.481-491
01/2016
DOI: 10.1016/j.jmva.2015.10.012
url
https://doi.org/10.1016/j.jmva.2015.10.012View
Published (Version of record) Open Access

Abstract

Longitudinal studies often involve multiple outcomes measured repeatedly from the same subject. The analysis of multivariate longitudinal data can be challenging due to its complex correlated nature. In this paper, we develop multivariate marginal models in longitudinal studies with multiple response variables, and improve parameter estimation by incorporating informative correlation structures. In theory, we show that the proposed method yields a consistent and efficient estimator which follows an asymptotic normal distribution. Monte Carlo studies indicate that the proposed method performs well in the sense of reducing bias and improving estimation efficiency. In addition, the proposed approach is applied to a real longitudinal data example of transportation safety with different response families.
Generalized estimating equation Longitudinal data Multiple responses Multivariate marginal models Quadratic inference function

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