On modelling mean-covariance structures in longitudinal studies
纵向研究中的均值与协方差结构建模
We exploit a reparameterisation of the marginal covariance matrix arising in longitudinal studies (Pourahmadi, 1999, 2000) to model, jointly, the mean and covariance structures in terms of three polynomial functions of time. By reanalysing Kenward's (1987) cattle data, we compare model selection procedures based on regressogram estimation with these based on a global search of the model space. Using a BIC‐based model selection criterion to identify the optimum degree triple…