Joint mean-covariance models with applications to longitudinal data: unconstrained parameterisation
纵向数据的均值—协方差联合模型：无约束参数化
We provide unconstrained parameterisation for and model a covariance using covariates. The Cholesky decomposition of the inverse of a covariance matrix is used to associate a unique unit lower triangular and a unique diagonal matrix with each covariance matrix. The entries of the lower triangular and the log of the diagonal matrix are unconstrained and have meaning as regression coefficients and prediction variances when regressing a measurement on its predecessors. An…