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A linear exponent AR(1) family of correlation structures
Author(s) -
Simpson Sean L.,
Edwards Lloyd J.,
Muller Keith E.,
Sen Pranab K.,
Styner Martin A.
Publication year - 2010
Publication title -
statistics in medicine
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.996
H-Index - 183
eISSN - 1097-0258
pISSN - 0277-6715
DOI - 10.1002/sim.3928
Subject(s) - exponent , correlation , statistical physics , mathematics , statistics , physics , geometry , philosophy , linguistics
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, and statistical properties help make the LEAR structure a valuable addition to the suite of parsimonious correlation models for repeated measures data. Both medical imaging data concerning neonate neurological development and longitudinal data concerning diet and hypertension [DASH (Dietary Approaches to Stop Hypertension) study] exemplify the utility of the LEAR correlation structure. Copyright © 2010 John Wiley & Sons, Ltd.