Multivariate Analysis of Longitudinal Ordinal Data With Mixed Effects Models, With Application to Clinical Outcomes in Osteoarthritis
纵向有序数据的多元混合效应分析及骨关节炎临床应用AI 解读 ↓
本页整理公开书目信息,不生成学术质量评分。AI 解读根据题名及所注明的摘要或原文片段生成,未完成全文核验,可能有误;具体假设、证明与结论请核对原文。摘要保留来源文本,未经模型改写。
DOI 首次登记不等于接收或发表日期。部分更正、评论等条目没有独立摘要;缺少可靠材料时保留待补状态。
引用量采用 OpenAlex 单条关联记录,不合计多个记录;关联记录可能包含正式发表版本,不等于此版本单独引用。缺失不视为零,引用指标不代表论文质量。
关注作者按书目中的完整姓名匹配,同名和姓名变体需人工辨别。相关论文先按共享细分方向和具体方法排列,再参考通用方法与发表日期。
AI 根据所提供的论文材料归类:摘要明确涉及重复测量的纵向数据,以及用多元 probit 模型分析有序离散结局。
纵向有序数据的多元混合效应分析及骨关节炎临床应用AI 解读 ↓
正在核对关联版本…
正在核对对应版本的资源…
Our objective was to evaluate the efficacy of robenacoxib in osteoarthritic dogs using four ordinal responses measured repeatedly over time. We propose a multivariate probit mixed effects model to describe the joint evolution of endpoints and to evidence the intrinsic correlations between responses that are not due to treatment effect. Maximum likelihood computation is intractable within reasonable time frames. We therefore use a pairwise modeling approach in combination with a stochastic EM algorithm. Multidimensional ordinal responses with longitudinal measurements are a common feature in clinical trials. However, the standard methods for data analysis use unidimensional models, resulting in a loss of information. Our methodology provides substantially greater insight than these methods for the evaluation of treatment effects and shows a good performance at low computational cost. We thus believe that it could be used in routine practice to optimize the evaluation of treatment efficacy.
含交互固定效应的高维离散选择模型及其因果推断应用
ABSTRACT We propose a two‐step procedure to estimate a high dimensional discrete choice panel with interactive fixed effects where the initial and final estimators are obtained via a nuclear‐norm regularized (NNR) maximum likelihood estimation and post‐NNR iterated estimation, respectively. We apply the method to make counterfactual predictions of choice probabilities. Simulations demonstrate nice finite sample performance in estimation and tests. An illustrative application…
Summary I derive simple, flexible strategies for difference-in-differences settings where the nature of the response variable may warrant a nonlinear model. I allow for general staggered interventions, with and without covariates. Under an index version of parallel trends, I show that average treatment effects on the treated (ATTs) are identified for each cohort and calendar time period in which a cohort was subjected to the intervention. The pooled quasi-maximum likelihood…
固定效应动态面板 Logit 模型的根号 n 一致条件极大似然估计
In this paper we first propose a root-n-consistent Conditional Maximum Likelihood (CML) estimator for all the common parameters in the panel logit AR(p) model with strictly exogenous covariates and fixed effects. Our CML estimator (CMLE) converges in probability faster and is more easily computed than the kernel-weighted CMLE of Honoré and Kyriazidou (2000). Next, we propose a root-n-consistent CMLE for the coefficients of the exogenous covariates only. We also discuss new…
Abstract We study a fixed-T panel data logit model for ordered outcomes that accommodates fixed effects and state dependence. We provide identification results for the autoregressive parameter, regression coefficients, and the threshold parameters in this model. Our results require only four observations on the outcome variable. We provide conditions under which a composite conditional maximum likelihood estimator is consistent and asymptotically normal. We use our estimator…
具有时变停留者比例的迁移者—停留者模型
Mover-stayer models are used in social sciences and economics to model heterogeneous population dynamics in which some individuals never experience the event of interest ("stayers"), while others transition between states over time ("movers"). Conventionally, the mover-stayer status is determined at baseline and time-dependent covariates are only incorporated in the movers' transition probabilities. In this paper, we present a novel dynamic version of the mover-stayer model,…
多重重复测量的多变量有序回归
In this paper we propose a multivariate ordinal regression model which allows the joint modeling of three-dimensional panel data containing both repeated and multiple measurements for a collection of subjects. This is achieved by a multivariate autoregressive structure on the errors of the latent variables underlying the ordinal responses, where we distinguish between the correlations at a single point in time and the persistence over time. The error distribution is assumed…