Abstract Details
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Activity Number:
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239
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Type:
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Contributed
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Date/Time:
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Monday, August 5, 2013 : 2:00 PM to 3:50 PM
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Sponsor:
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Biometrics Section
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| Abstract - #309823 |
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Title:
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An Alternative REML Estimation of Covariance Matrices in Linear Mixed Models
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Author(s):
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Erning Li*+ and Mohsen Pourahmadi
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Companies:
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University of Iowa and Texas A&M University
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Keywords:
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Cholesky decomposition ;
Covariance matrices ;
Longitudinal data ;
Mixed models ;
Restricted or residual maximum likelihood
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Abstract:
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We propose a data-driven procedure for modeling covariance matrices in linear mixed-effects models with minimal distributional assumption on the random effects. It is based on elimination of the random effects using a transformation of the response variable. The approach makes it possible for the first time to disentangle the covariance matrices and model them separately. The performance of the proposed method is assessed via simulations and real data.
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Authors who are presenting talks have a * after their name.
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