一种离散纵向数据相依结构建模的Cholesky因子模型
A Cholesky factor model in correlation modeling for discrete longitudinal data
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摘要: 对一类响应变量为离散型的平衡或非平衡纵向数据,提出了均值-相关系数联合回归模型框架,并且使用Cholesky分解方法对模型的相关结构进行参数化,使其具有良好的统计解释性.为了解决似然推断中高维积分计算的难题,提出了一种高效的蒙特卡罗期望最大化(MCEM)算法,并证明了参数估计的渐近性质. 模拟实验和实际数据分析表明提出的方法是高度有效的.Abstract: A joint mean-correlation regression model framework was proposed for a family of generic discrete responses either balanced or unbalanced, and a Cholesky decomposition method was used for statistically meaningful reparameterization of correlation structures. To overcome computational intractability in maximizing the full likelihood function of the model, a computationally efficient Monte Carlo expectation maximization (MCEM) approach was proposed. Theoretical properties were also established for the resulting estimators. Simulation studies and a real data analysis show that the proposed approach yields highly efficient estimators for the parameters.
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