© 1995 by Biometrika Trust
MISCELLANEA |
On the use of a working correlation matrix in using generalised linear models for repeated measures
Department of Mathematical and Computing Sciences, Surrey University Guildford, GU2 5XH, U.K.
In a seminal paper Liang & Zeger (1986) extended the use of generalised linear models to repeated measures data. They based the analysis on specifications for the means and variances of the observations, as usual for generalised linear models, but showed how specifications for the correlations between measurements made on the same unit could be avoided by using a working correlation matrix. In some cases the parameters involved in this matrix are subject to an uncertainty of definition which can lead to a breakdown of the asymptotic properties of the estimators.
Key Words: Asymptotic theory Estimating equation generalised linear model Longitudinal data Quasi-likelihood Repeated measures
![]()
CiteULike
Connotea
Del.icio.us What's this?
This article has been cited by other articles:
![]() |
R. E. Chandler and S. Bate Inference for clustered data using the independence loglikelihood Biometrika, March 1, 2007; 94(1): 167 - 183. [Abstract] [Full Text] [PDF] |
||||
![]() |
J. S. Schildcrout and P. J. Heagerty Regression analysis of longitudinal binary data with time-dependent environmental covariates: bias and efficiency Biostat., October 1, 2005; 6(4): 633 - 652. [Abstract] [Full Text] [PDF] |
||||
![]() |
P. J Toscas and M. J Faddy Likelihood-based analysis of longitudinal count data using a generalized Poisson model Statistical Modeling, July 1, 2003; 3(2): 99 - 108. [Abstract] [PDF] |
||||


