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题名Latent Gaussian copula models for longitudinal binary data
作者
发表日期2022-05
发表期刊Journal of Multivariate Analysis
ISSN/eISSN0047-259X
卷号189
摘要

Longitudinal binary data arise commonly in a variety of fields including public health, biomedicine, finance, agriculture and social science, among many others. In longitudinal binary studies, the aims are to assess the association of longitudinal binary response with certain covariates of interest, and to quantify the within-subject correlations for longitudinal binary responses. In the literature, various methods were developed to model longitudinal binary data but little work was done to account for the fact that the correlation coefficients of correlated binary responses have the so-called Fréchet–Hoeffding bounds. Ignoring this fact can lead to incorrect statistical inferences for longitudinal binary data. In this paper, based on latent Gaussian copula a new statistical modeling method is proposed to model the mean and within-subject correlation structures, simultaneously, for longitudinal binary data. Specifically, the mean structure is modeled by a semiparametric regression model, and the within-subject correlation coefficients are modeled through introducing a latent Gaussian copula model with certain latent correlation structures characterized by some parameters. Generalized estimating equations are then proposed to estimate the parameters in the mean and latent correlation structures, and consistency and asymptotic normality of the resulting parameter estimators are established. The proposed model and method ensure that the estimated correlation coefficients must satisfy the Fréchet–Hoeffding bounds for longitudinal binary data. Simulation studies show that the proposed method has a stable numerical performance. A practical data set is analyzed using the proposed method for illustration.

关键词Generalized estimating equation Joint mean-correlation model Latent Gaussian copula model Longitudinal binary data Semiparametric model
DOI10.1016/j.jmva.2021.104940
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收录类别SCIE
语种英语English
WOS研究方向Mathematics
WOS类目Statistics & Probability
WOS记录号WOS:000759649300019
Scopus入藏号2-s2.0-85122073162
引用统计
被引频次:2[WOS]   [WOS记录]     [WOS相关记录]
文献类型期刊论文
条目标识符https://repository.uic.edu.cn/handle/39GCC9TT/8241
专题理工科技学院
通讯作者Pan, Jianxin
作者单位
1.College of Mathematics,Sichuan University,Sichuan,Chengdu,610065,China
2.Research Center for Mathematics,Beijing Normal University at Zhuhai,519087,China
3.United International College (BNU-HKBU),Zhuhai,519087,China
通讯作者单位北师香港浸会大学
推荐引用方式
GB/T 7714
Peng, Cheng,Yang, Yihe,Zhou, Jieet al. Latent Gaussian copula models for longitudinal binary data[J]. Journal of Multivariate Analysis, 2022, 189.
APA Peng, Cheng, Yang, Yihe, Zhou, Jie, & Pan, Jianxin. (2022). Latent Gaussian copula models for longitudinal binary data. Journal of Multivariate Analysis, 189.
MLA Peng, Cheng,et al."Latent Gaussian copula models for longitudinal binary data". Journal of Multivariate Analysis 189(2022).
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