Modelling covariance structure in bivariate marginal models for longitudinal data
纵向数据双变量边际模型的协方差结构建模
It can be more challenging to efficiently model the covariance matrices for multivariate longitudinal data than for the univariate case, due to the correlations arising between multiple responses. The positive-definiteness constraint and the high dimensionality are further obstacles in covariance modelling. In this paper, we develop a data-based method by which the parameters in the covariance matrices are replaced by unconstrained and interpretable parameters with reduced…