Reference : A copula based model for multivariate non normal longitudinal data: analysis of a dose t...
Scientific journals : Article
Physical, chemical, mathematical & earth Sciences : Mathematics
http://hdl.handle.net/2268/24515
A copula based model for multivariate non normal longitudinal data: analysis of a dose titration safety study on a new antidepressant
English
Lambert, Philippe mailto [Université de Liège - ULg > Institut des sciences humaines et sociales > Méthodes quantitatives en sciences sociales >]
Vandenhende, François [ > > ]
2002
Statistics in Medicine
21
3197-3217
Yes (verified by ORBi)
International
0277-6715
[en] longitudinal data of mixed types ; copula ; multivariate
[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.
http://hdl.handle.net/2268/24515
10.1002/sim.1249
http://www3.interscience.wiley.com/journal/99016370/abstract

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