Modelling of covariance structures in generalised estimating equations for longitudinal data

By Huajun Ye, Jianxin Pan. 2006

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A moving average Cholesky factor model in covariance modelling for longitudinal data (2012, methodology): “We apply the proposed estimation method to the CD4 cell study previously analyzed by Zeger & Diggle (1994) and Ye & Pan (2006).”
Semiparametric Mean–Covariance Regression Analysis for Longitudinal Data (2009, methodology): “1 Real data analysis We apply the proposed estimation method to the CD4 cell study, which was analyzed by many authors (Zeger and Diggle, 1994; Ye and Pan, 2006).”
Regression models for covariance structures in longitudinal studies (2006, background): “Its performance has been investigated in the generalized estimating equation framework by Ye and Pan (2006).”
Longitudinal Data Analysis. Handbooks of Modern Statistical Methods (2009, methodology): “As a slight modification to these multivariate normal estimating equations, Wang and Carey (2004) proposed estimating the correlation parameters by differentiating the Cholesky decomposition of the working correlation matrix; a similar approach was also used by Ye and Pan (2006).”