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Sankhya B

pp 1–27 | Cite as

A Copula-Based GLMM Model for Multivariate Longitudinal Data with Mixed-Types of Responses

  • Weiping Zhang
  • MengMeng Zhang
  • Yu ChenEmail author
Article
  • 6 Downloads

Abstract

We propose a copula-based generalized linear mixed model (GLMM) to jointly analyze multivariate longitudinal data with mixed types, including continuous, count and binary responses. The association of repeated measurements is modelled through the GLMM model, meanwhile a pair-copula construction (D-vine) is adopted to measure the dependency structure between different responses. By combining mixed models and D-vine copulas, our proposed approach could not only deal with unbalanced data with arbitrary margins but also handle moderate dimensional problems due to the efficiency and flexibility of D-vines. Based on D-vine copulas, algorithms for sampling mixed data and computing likelihood are also developed. Leaving the random effects distribution unspecified, we use nonparametric maximum likelihood for model fitting. Then an E-M algorithm is used to obtain the maximum likelihood estimates of parameters. Both simulations and real data analysis show that the nonparametric models are more efficient and flexible than the parametric models.

Keywords and phrases

Longitudinal data Mixed types Joint estimate D-vine copula Nonparametric maximum likelihood E-M algorithm 

AMS (2000) subject classification

Primary 62G05 Secondary 62J12 

Notes

Acknowledgments

We thank the Associate Editor and two referees for their constructive comments and suggestions that have greatly improved the paper. Zhang and Chen acknowledges support from the National Key Research and Development Plan under Grant 2016YFC0800100; the NSFC of China under Grant 11671374, 71771203 and 71631006.

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Copyright information

© Indian Statistical Institute 2019

Authors and Affiliations

  1. 1.Department of Statistics and FinanceUniversity of Science and Technology of ChinaHefeiChina

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