Abstract
Logistic random effects models (LREMs) have been frequently used to analyze longitudinal binary data. When a random effects covariance matrix is used to make proper inferences on covariate effects, the random effects in the models account for both within-subject association and between-subject variation, but the covariance matix is difficult to estimate because it is high-dimensional and should be positive definite. To overcome these limitations, two Cholesky decomposition approaches were proposed for precision matrix and covariance matrix: modified Cholesky decomposition and moving average Cholesky decomposition, respectively. However, the two approaches may not work when there are non-trivial and complicated correlations of repeated outcomes. In this paper, we combined the two decomposition approaches to model the random effects covariance matrix in the LREMs, thereby capturing a wider class of sophisticated dependence structures while achieving parsimony in parametrization. We then used our proposed model to analyze lung cancer data.
Original language | English |
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Pages (from-to) | 281-299 |
Number of pages | 19 |
Journal | Statistical Methods and Applications |
Volume | 28 |
Issue number | 2 |
DOIs | |
State | Published - 1 Jun 2019 |
Bibliographical note
Publisher Copyright:© 2018, Springer-Verlag GmbH Germany, part of Springer Nature.
Keywords
- Cholesky decomposition
- Heteroscedastic
- Longitudinal data
- Repeated outcomes