Skew-normal antedependence models for skewed longitudinal data
偏斜纵向数据的偏正态前依赖模型
Antedependence models, also known as transition models, have proven to be useful for longitudinal data exhibiting serial correlation, especially when the variances and/or same-lag correlations are time-varying. Statistical inference procedures associated with normal antedependence models are well-developed and have many nice properties, but they are not appropriate for longitudinal data that exhibit considerable skewness. We propose two direct extensions of normal…