Derived variables for longitudinal studies.

Cox, D R; Wermuth, N · Proc Natl Acad Sci U S A · 1999

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Abstract

Suppose that for each individual a vector of features is measured at a number of time points. We look for a transformation of the features, the same at all time points, that will induce a simple dependency structure. In the simplest situation this requires that a certain asymmetric matrix has real nonzero eigenvalues. Extensions are considered.