期刊名称：Sankhya. Series A, mathematical statistics and probability
印刷版ISSN：0976-836X
电子版ISSN：0976-8378
出版年度：2004
卷号：66
期号：03
出版社：Indian Statistical Institute
摘要：We present a general procedure for joint modelling of the mean structure and the stochastic dependence for longitudinal data. To reveal the underlying dependence mechanism, we proceed in three steps. First, we use cross-sectional regression to relocate the data to achieve marginal stationarity. Second, we discretize the relocated data. Third, we model the dependence structure of the discretized data as a stationary Markov chain with sufficiently high order. The procedure is primarily developed for continuous responses, but it is applicable for discrete responses that emerge from an underlying continuous process. Two data analysis examples are presented to illustrate our procedure
