D-Vine Pair-Copula Models for Longitudinal Binary Data

<p>Dependent longitudinal binary data are prevalent in a wide range of scientific disciplines, including healthcare and medicine. A popular method for analyzing such data is the multivariate probit (MP) model. The motivation for this dissertation stems from the fact that the MP model fails even the binary correlations are within the feasible range. The reason being the underlying correlation matrix of the latent variables in the MP model may not be positive definite. In this dissertation, we study alternatives that are based on D-vine pair-copula models. We consider both the serial dependence modeled by the first order autoregressive (AR(1)) and the equicorrelated correlation structures. Simulation results show that our model is more effective than MP model. Some real life data analysis are presented to show usefulness of our models. We also consider a general situation where the marginal distributions are ordered multinomial. We extend the D-vine pair-copula model to handle multinomial longitudinal data, and compare the generated probability distributions with other methods that are available in R packages.</p>

Name thesis:degree_name

Doctor of Philosophy (PhD)

Level thesis:degree_level

Dissertation

Discipline thesis:degree_discipline

Mathematics & Statistics

Year dc:date.available

2020

Author dc:creator

• Lin, Huihui

Contributors dc:contributor

• N. Rao Chaganty
• Lucia Tabacu
• Sandipan Dutta
• Hadiza Galadima

• AR(1)
• D-vine pair-copula
• Equicorrelated
• Longitudinal discrete data
• Longitudinal Data Analysis and Time Series
• Statistical Models

Statement dc:rights

• <p>In Copyright. URI: <a href="http://rightsstatements.org/vocab/InC/1.0/">http://rightsstatements.org/vocab/InC/1.0/</a> This Item is protected by copyright and/or related rights. You are free to use this Item in any way that is permitted by the copyright and related rights legislation that applies to your use. For other uses you need to obtain permission from the rights-holder(s).</p>

Identifier

9798678108470

OAI identifier oai:identifier

oai:digitalcommons.odu.edu:mathstat_etds-1114