Ontology highlight
ABSTRACT:
SUBMITTER: Gaskins JT
PROVIDER: S-EPMC4861405 | biostudies-literature | 2016 Jan
REPOSITORIES: biostudies-literature
Journal of computational and graphical statistics : a joint publication of American Statistical Association, Institute of Mathematical Statistics, Interface Foundation of North America 20160101 1
The estimation of the covariance matrix is a key concern in the analysis of longitudinal data. When data consists of multiple groups, it is often assumed the covariance matrices are either equal across groups or are completely distinct. We seek methodology to allow borrowing of strength across potentially similar groups to improve estimation. To that end, we introduce a covariance partition prior which proposes a partition of the groups at each measurement time. Groups in the same set of the par ...[more]