Marginally specified logistic-normal models for longitudinal binary data.
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Cites background from "Marginally specified logistic-norma..."
...Fang and Bailey (2001) and Hall and Bailey (2001) describe nonlinear models for these measures as a function of time that depend on meaningful parameters such as asymptotic growth or yield and rates of change....
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...Thus, for nonlinear models, the interpretation of β in SS and PA models cannot be the same in general; see Heagerty (1999) for related discussion....
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350 citations
332 citations
Cites background or methods from "Marginally specified logistic-norma..."
...Second, it is possible to reinterpret the marginal parameters as cluster-specific parameters, permitting us to address simultaneously both population-level and individual-level conclusions (Heagerty, 1999; see also, Diggle et al., 2002)....
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...Heagerty (1999) and Heagerty and Zeger (2000) have shown that a model analogous to GEE can be specified by combining a marginal regression with a random effects model....
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"Marginally specified logistic-norma..." refers methods in this paper
...Marginal models (Liang and Zeger, 1986) and generalized linear mixed models (Breslow and Clayton, 1993) are two major regression approaches for the analysis of longitudinal data....
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...(1988) and discussed by Breslow and Clayton (1993). However, by using numerical integration to compute the first and second moments, we are able to obtain a consistent estimation of both mean and variance component parameters....
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...(1988) and discussed by Breslow and Clayton (1993). However, by using numerical integration to compute the first and second moments, we are able to obtain a consistent estimation of both mean and variance component parameters. The likelihood approach that we adopt is also related to methods described in Drum and McCullagh (1993), who restricted their attention to models for which the marginal mean can be represented as a linear function of the fixed effects....
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...(1988) and discussed by Breslow and Clayton (1993). However, by using numerical integration to compute the first and second moments, we are able to obtain a consistent estimation of both mean and variance component parameters. The likelihood approach that we adopt is also related to methods described in Drum and McCullagh (1993), who restricted their attention to models for which the marginal mean can be represented as a linear function of the fixed effects. Also, the estimating equations approach is similar to that proposed by Qu et al. (1992), who included random effects on the probit scale....
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...This model was introduced by Pierce and Sands (1975), and estimation methods have been summarized by Breslow and Clayton (1993). The model can be written as...
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