A linear exponent AR(1) family of correlation structures.

Statistics in Medicine
Sean L SimpsonMartin A Styner

Abstract

In repeated measures settings, modeling the correlation pattern of the data can be immensely important for proper analyses. Accurate inference requires proper choice of the correlation model. Optimal efficiency of the estimation procedure demands a parsimonious parameterization of the correlation structure, with sufficient sensitivity to detect the range of correlation patterns that may occur. Many repeated measures settings have within-subject correlation decreasing exponentially in time or space. Among the variety of correlation patterns available for this context, the continuous-time first-order autoregressive correlation structure, denoted AR(1), sees the most utilization. Despite its wide use, the AR(1) structure often poorly gauges within-subject correlations that decay at a slower or faster rate than required by the AR(1) model. To address this deficiency we propose a two-parameter generalization of the continuous-time AR(1) model, termed the linear exponent autoregressive (LEAR) correlation structure, which accommodates much slower and much faster decay patterns. Special cases of the LEAR family include the AR(1), compound symmetry, and first-order moving average correlation structures. Excellent analytic, numerical, an...Continue Reading

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Citations

Aug 2, 2013·BMC Medical Research Methodology·Yi GuoKeith E Muller
Dec 31, 2015·BMC Health Services Research·Elizabeth ShenkmanDena Stoner
Jul 14, 2011·Statistics in Medicine·Matthew J GurkaKeith E Muller
Oct 9, 2014·Statistics in Medicine·Brandon George, Inmaculada Aban
Dec 24, 2014·American Journal of Orthodontics and Dentofacial Orthopedics : Official Publication of the American Association of Orthodontists, Its Constituent Societies, and the American Board of Orthodontics·Yi Guo, Nikolaos Pandis
Oct 25, 2014·Journal of Applied Statistics·Sean L SimpsonKeith E Muller
Jan 11, 2011·Statistical Methods in Medical Research·Sean L Simpson, Lloyd J Edwards
Aug 31, 2019·Communications in Statistics: Theory and Methods·S M KreidlerD H Glueck
Nov 23, 2017·Statistics in Medicine·Xinrui ZhangYueh-Yun Chi
Feb 12, 2020·The American Statistician·Yueh-Yun ChiKeith E Muller

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