longitudinal data of mixed types; copula; multivariate
Abstract :
[en] A new model for multivariate non-normal longitudinal data is proposed. In a first step, each longitudinal series of data corresponding to a given response is modelled separately using a copula to relate the marginal distributions of the response at each time of observation. In a second step, at each observation time, the conditional (on the past) distributions of each response are related using another copula describing the relationship between the corresponding variables. Note that there is no need to consider the same family of distributions for these response variables. The technique is illustrated in a dose titration safety study on a new antidepressant. The haemodynamic effect on diastolic blood pressure, systolic blood pressure and heart rate is studied. These three responses are measured repeatedly over time on ten healthy volunteers during the dose escalation. The available covariates are sex and the concentration of drug in the plasma at time of measurement.
Disciplines :
Mathematics
Author, co-author :
Lambert, Philippe ; Université de Liège - ULiège > Institut des sciences humaines et sociales > Méthodes quantitatives en sciences sociales
Vandenhende, François
Language :
English
Title :
A copula based model for multivariate non normal longitudinal data: analysis of a dose titration safety study on a new antidepressant
Publication date :
2002
Journal title :
Statistics in Medicine
ISSN :
0277-6715
eISSN :
1097-0258
Publisher :
John Wiley & Sons, Hoboken, United States - New Jersey
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