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Physical Sciences and Mathematics Commons

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Theses/Dissertations

Old Dominion University

Statistics and Probability

ARMA(1

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Analysis Of Continuous Longitudinal Data With Arma(1, 1) And Antedependence Correlation Structures, Sirisha Mushti Apr 2013

Analysis Of Continuous Longitudinal Data With Arma(1, 1) And Antedependence Correlation Structures, Sirisha Mushti

Mathematics & Statistics Theses & Dissertations

Longitudinal or repeated measure data are common in biomedical and clinical trials. These data are often collected on individuals at scheduled times resulting in dependent responses. Inference methods for studying the behavior of responses over time as well as methods to study the association with certain risk factors or covariates taking into account the dependencies are of great importance. In this research we focus our study on the analysis of continuous longitudinal data. To model the dependencies of the responses over time, we consider appropriate correlation structures generated by the stationary and non-stationary time-series models. We develop new estimation procedures …