Indices for covariance mis-specification in longitudinal data analysis with no missing responses and with MAR drop-outs

Mis-specification of the covariance structure in longitudinal data can result in loss of regression estimation efficiency and in misleading influence diagnostics. Therefore, a rule-of-thumb, even one that is rough, for detecting covariance mis-specification would prove valuable to data analysts. In...

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Veröffentlicht in:Computational statistics & data analysis 2010-04, Vol.54 (4), p.806-815
Hauptverfasser: Hines, R.J. O’Hara, Hines, W.G.S.
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description Mis-specification of the covariance structure in longitudinal data can result in loss of regression estimation efficiency and in misleading influence diagnostics. Therefore, a rule-of-thumb, even one that is rough, for detecting covariance mis-specification would prove valuable to data analysts. In this paper, we examine two indices for detecting the mis-specification of the covariance structure of longitudinal normal, Poisson or binary responses. Our work shows that the suggested indices prove to be worthwhile when there are no missing time observations; they, however, should be used with caution when there are MAR drop-outs.
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subjects Exact sciences and technology
General topics
Linear inference, regression
Mathematics
Multivariate analysis
Numerical analysis
Numerical analysis. Scientific computation
Numerical methods in probability and statistics
Probability and statistics
Sciences and techniques of general use
Statistics
title Indices for covariance mis-specification in longitudinal data analysis with no missing responses and with MAR drop-outs
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