• Journal of the Korean Data and Information Science Society
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• v.28 no.4
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• pp.927-936
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• 2017

To analyze longitudinal count data, Poisson linear mixed models are commonly used. In the models the random effects covariance matrix explains both within-subject variation and serial correlation of repeated count outcomes. When the random effects covariance matrix is assumed to be misspecified, the estimates of covariates effects can be biased. Therefore, we propose reasonable and flexible structures of the covariance matrix using autoregressive and moving average Cholesky decomposition (ARMACD). The ARMACD factors the covariance matrix into generalized autoregressive parameters (GARPs), generalized moving average parameters (GMAPs) and innovation variances (IVs). Positive IVs guarantee the positive-definiteness of the covariance matrix. In this paper, we use the ARMACD to model the random effects covariance matrix in Poisson loglinear mixed models. We analyze epileptic seizure data using our proposed model.

• Korean Journal of Applied Biomechanics
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• v.28 no.2
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• pp.127-134
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• 2018

Objective: In a statistical linear model estimating the center of rotation of a human hip joint, which is the parameter related to the mean of response vectors, assumptions of homoscedasticity and independence of position vectors measured repeatedly over time in the model result in an inefficient parameter. We, therefore, should take into account the variance-covariance structure of longitudinal responses. The purpose of this study was to estimate the efficient center of rotation vector of the hip joint by using covariance pattern models. Method: The covariance pattern models are used to model various kinds of covariance matrices of error vectors to take into account longitudinal data. The data acquired from functional motions to estimate hip joint center were applied to the models. Results: The results showed that the data were better fitted using various covariance pattern models than the general linear model assuming homoscedasticity and independence. Conclusion: The estimated joint centers of the covariance pattern models showed slight differences from those of the general linear model. The estimated standard errors of the joint center for covariance pattern models showed a large difference with those of the general linear model.

• Communications for Statistical Applications and Methods
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• v.25 no.1
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• pp.61-70
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• 2018

Modeling of the random effects covariance matrix in generalized linear mixed models (GLMMs) is an issue in analysis of longitudinal categorical data because the covariance matrix can be high-dimensional and its estimate must satisfy positive-definiteness. To satisfy these constraints, we consider the autoregressive and moving average Cholesky decomposition (ARMACD) to model the covariance matrix. The ARMACD creates a more flexible decomposition of the covariance matrix that provides generalized autoregressive parameters, generalized moving average parameters, and innovation variances. In this paper, we analyze longitudinal count data with overdispersion using GLMMs. We propose negative binomial loglinear mixed models to analyze longitudinal count data and we also present modeling of the random effects covariance matrix using the ARMACD. Epilepsy data are analyzed using our proposed model.

• Communications for Statistical Applications and Methods
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• v.24 no.1
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• pp.81-96
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• 2017

Cumulative logit random effects models are typically used to analyze longitudinal ordinal data. The random effects covariance matrix is used in the models to demonstrate both subject-specific and time variations. The covariance matrix may also be homogeneous; however, the structure of the covariance matrix is assumed to be homoscedastic and restricted because the matrix is high-dimensional and should be positive definite. To satisfy these restrictions two Cholesky decomposition methods were proposed in linear (mixed) models for the random effects precision matrix and the random effects covariance matrix, respectively: modified Cholesky and moving average Cholesky decompositions. In this paper, we use these two methods to model the random effects precision matrix and the random effects covariance matrix in cumulative logit random effects models for longitudinal ordinal data. The methods are illustrated by a lung cancer data set.

• The Korean Journal of Applied Statistics
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• v.22 no.6
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• pp.1265-1275
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• 2009

In this paper, we investigated the composite covariance structure models for repeated measures data with multiple repeat factors. When the number of repeat factors is more than three, it is infeasible to fit the composite covariance models using the existing statistical packages. In order to fit the composite covariance structure models to real data, we proposed two approaches: the dimension reduction approach for repeat factors and the random effect model approximation approach. Our proposed approaches were illustrated by using the blood pressure data with three repeat factors obtained from 883 subjects.

• Journal of the Korean Data and Information Science Society
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• v.21 no.6
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• pp.1263-1270
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• 2010

Sixty patients were divided into three groups. Each group of twenty persons had fed on different diet foods over 5 weeks. Cholesterol had been measured repeatedly five times at an interval of a week during 5 weeks. It resulted from mixed model analysis of repeated measurements data that homogeneous toeplitz covariance matrix pattern was selected as the optimal covariance pattern. The correlations between measurements of different times for the covariance matrix are somewhat highly correlated as 0.64-0.78. Based upon the homogeneous toeplitz covariance pattern model, the time effect was found to be highly significant, but the treatment effect and treatment-time interaction effect were found to be insignificant.

• Journal of the Korean Data and Information Science Society
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• v.19 no.2
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• pp.413-420
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• 2008

This paper suggests a marginal logit mixed-effects for analyzing repeated binary response data. Since binary repeated measures are obtained over time from each subject, observations will have a certain covariance structure among them. As a plausible covariance structure, 1st order auto-regressive correlation structure is assumed for analyzing data. Generalized estimating equations(GEE) method is used for estimating fixed effects in the model.

• Journal of Astronomy and Space Sciences
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• v.29 no.3
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• pp.287-293
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• 2012

Satellite operating agencies are constantly monitoring conjunctions between satellites and space objects. Two line element (TLE) data, published by the Joint Space Operations Center of the United States Strategic Command, are available as raw data for a preliminary analysis of initial conjunction with a space object without any orbital information. However, there exist several sorts of uncertainties in the TLE data. In this paper, we suggest and analyze a method for estimating the uncertainties in the TLE data through mean, standard deviation of state vector residuals and covariance matrix. Also the estimation results are compared with actual results of orbit determination to validate the estimation method. Characteristics of the state vector residuals depending on the orbital elements are examined by applying the analysis to several satellites in various orbits. Main source of difference between the covariance matrices are also analyzed by comparing the matrices. Particularly, for the Korea Multi-Purpose Satellite-2, we examine the characteristics of the residual variation of state vector and covariance matrix depending on the orbital elements. It is confirmed that a realistic consideration on the space situation of space objects is possible using information from the analysis of mean, standard deviation of the state vector residuals of TLE and covariance matrix.

• Communications for Statistical Applications and Methods
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• v.27 no.2
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• pp.201-210
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• 2020

Baseline-category logit random effects models have been used to analyze longitudinal nominal data. The models account for subject-specific variations using random effects. However, the random effects covariance matrix in the models needs to explain subject-specific variations as well as serial correlations for nominal outcomes. In order to satisfy them, the covariance matrix must be heterogeneous and high-dimensional. However, it is difficult to estimate the random effects covariance matrix due to its high dimensionality and positive-definiteness. In this paper, we exploit the modified Cholesky decomposition to estimate the high-dimensional heterogeneous random effects covariance matrix. Bayesian methodology is proposed to estimate parameters of interest. The proposed methods are illustrated with real data from the McKinney Homeless Research Project.

• Communications for Statistical Applications and Methods
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• v.20 no.3
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• pp.235-240
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• 2013

Generalized linear mixed models(GLMMs) are frequently used for the analysis of longitudinal categorical data when the subject-specific effects is of interest. In GLMMs, the structure of the random effects covariance matrix is important for the estimation of fixed effects and to explain subject and time variations. The estimation of the matrix is not simple because of the high dimension and the positive definiteness; subsequently, we practically use the simple structure of the covariance matrix such as AR(1). However, this strong assumption can result in biased estimates of the fixed effects. In this paper, we introduce Bayesian modeling approaches for the random effects covariance matrix using a modified Cholesky decomposition. The modified Cholesky decomposition approach has been used to explain a heterogenous random effects covariance matrix and the subsequent estimated covariance matrix will be positive definite. We analyze metabolic syndrome data from a Korean Genomic Epidemiology Study using these methods.