A joint modelling approach for longitudinal studies

作者：Zhang Weiping; Leng Chenlei; Tang Cheng Yong^*

来源：Journal of the Royal Statistical Society - Series B: Statistical Methodology , 2015, 77(1): 219-238.

DOI：10.1111/rssb.12065

• Correlation matrix
• Hyperspherical co-ordinates
• Joint modelling
• Longitudinal data analysis
• Modified Cholesky decomposition

In longitudinal studies, it is of fundamental importance to understand the dynamics in the mean function, variance function and correlations of the repeated or clustered measurements. For modelling the covariance structure, Cholesky-type decomposition-based approaches have been demonstrated to be effective. However, parsimonious approaches for directly revealing the correlation structure between longitudinal measurements remain less well explored, and existing joint modelling approaches may encounter difficulty in interpreting the covariation structure. We propose a novel joint mean-variance correlation modelling approach for longitudinal studies. By applying hyperspherical co-ordinates, we obtain an unconstrained parameterization for the correlation matrix that automatically guarantees its positive definiteness, and we develop a regression approach to model the correlation matrix of the longitudinal measurements by exploiting the parameterization. The modelling framework proposed is parsimonious, interpretable and flexible for analysing longitudinal data. Extensive data examples and simulations support the effectiveness of the approach proposed.

• 出版日期2015-1
• 单位中国科学技术大学