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In longitudinal studies, it is of fundamental importance to understand the dynamics in the mean function, variance function and correlations of the repeated or clustered measurements. For modelling the covariance structure, Cholesky‐type decomposition‐based approaches have been demonstrated to be effective. However, parsimonious approaches for directly revealing the correlation structure between longitudinal...
Determining how to select the tuning parameter appropriately is essential in penalized likelihood methods for high dimensional data analysis. We examine this problem in the setting of penalized likelihood methods for generalized linear models, where the dimensionality of covariates p is allowed to increase exponentially with the sample size n. We propose to select the tuning parameter by optimizing...
Summary. The conventional Wilcoxon or Mann–Whitney test can be invalid for comparing treatment effects in the presence of missing values or in observational studies. This is because the missingness of the outcomes or the participation in the treatments may depend on certain pretreatment variables. We propose an approach to adjust the Mann–Whitney test by correcting the potential bias via consistently...
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