Modelling and analysing correlated non-normal data

We introduce a model class that includes many types of correlation structures for non-Gaussian models. We then show how to check the underlying model assumptions to discriminate between different correlation patterns and demonstrate how to select suitable models. Strawberry data are used to discuss the choice between fixed- and random-effect models for the fertility effect in agricultural experiments. Prostate-cancer data are used to demonstrate the method applied to the analysis of longitudinal studies and Scottish lip-cancer data to illustrate an application to spatial statistics.

[1]  T R Holford,et al.  The estimation of age, period and cohort effects for vital rates. , 1983, Biometrics.

[2]  T. C. Haas,et al.  Model-based geostatistics. Discussion. Authors' reply , 1998 .

[3]  J. Besag,et al.  Bayesian Computation and Stochastic Systems , 1995 .

[4]  K. Gabriel,et al.  Ante-dependence Analysis of an Ordered Set of Variables , 1962 .

[5]  Siem Jan Koopman,et al.  Time Series Analysis of Non-Gaussian Observations Based on State Space Models from Both Classical and Bayesian Perspectives , 1999 .

[6]  J. Hausman Specification tests in econometrics , 1978 .

[7]  John A. Nelder,et al.  Two ways of modelling overdispersion in non‐normal data , 2000 .

[8]  Cheng Hsiao,et al.  Analysis of Panel Data , 1987 .

[9]  P. Diggle Analysis of Longitudinal Data , 1995 .

[10]  Youngjo Lee Fixed‐effect versus random‐effect models for evaluating therapeutic preferences , 2002, Statistics in Medicine.

[11]  P. Albert,et al.  Models for longitudinal data: a generalized estimating equation approach. , 1988, Biometrics.

[12]  Eric R. Ziegel,et al.  Generalized Linear Models , 2002, Technometrics.

[13]  J K Lindsey,et al.  On the appropriateness of marginal models for repeated measurements in clinical trials. , 1998, Statistics in medicine.

[14]  Robert Haining,et al.  Statistics for spatial data: by Noel Cressie, 1991, John Wiley & Sons, New York, 900 p., ISBN 0-471-84336-9, US $89.95 , 1993 .

[15]  Jerry A. Hausman,et al.  Panel Data and Unobservable Individual Effects , 1981 .

[16]  P. McCullagh,et al.  Generalized Linear Models, 2nd Edn. , 1990 .

[17]  N. Breslow,et al.  Approximate inference in generalized linear mixed models , 1993 .

[18]  John A. Nelder,et al.  Generalized linear models for the analysis of quality‐improvement experiments , 1998 .

[19]  J. Ware,et al.  Random-effects models for longitudinal data. , 1982, Biometrics.

[20]  N. Breslow Extra‐Poisson Variation in Log‐Linear Models , 1984 .

[21]  D. Clayton,et al.  Empirical Bayes estimates of age-standardized relative risks for use in disease mapping. , 1987, Biometrics.

[22]  J. Nelder,et al.  JOINT MODELING OF MEAN AND DISPERSION , 1998 .