Abstract: The correlation matrix might be of scientific interest for longitudinal data. However, few studies have focused on both robust estimation of the correlation matrix against model misspecification and robustness to outliers in the data, when the precision matrix possesses a typical structure. In this paper, we propose an alternative modified Cholesky decomposition (AMCD) for the precision matrix of longitudinal data, which results in robust estimation of the correlation matrix against model misspecification of the innovation variances. A joint mean-covariance model with multivariate normal distribution and AMCD is established, the quasi-Fisher scoring algorithm is developed, and the maximum likelihood estimators are proven to be consistent and asymptotically normally distributed. Furthermore, a double-robust joint modeling approach with multivariate Laplace distribution and AMCD is established, and the quasi-Newton algorithm for maximum likelihood estimation is developed. The simulation studies and real data analysis demonstrate the effectiveness of the proposed AMCD method.