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Updated: Nov 25, 2025

Using Cholesky Decomposition to Explore Individual Differences in Longitudinal Relations between Reading Skills
Published on: September 17, 2019
Determination of correlations in multivariate longitudinal data with modified Cholesky and hypersphere decomposition
Kuo-Jung Lee1, Ray-Bing Chen1, Min-Sun Kwak2
1Department of Statistics and Institute of Data Science, National Cheng Kung University, Tainan, Taiwan.
Abstract:
In this article, we present a Bayesian framework for multivariate longitudinal data analysis with a focus on selection of important elements in the generalized autoregressive matrix. An efficient Gibbs sampling algorithm was developed for the proposed model and its implementation in a comprehensive R package called MLModelSelection is available on the comprehensive R archive network. The performance of the proposed approach was studied via a comprehensive simulation study. The effectiveness of the methodology was illustrated using a nonalcoholic fatty liver disease dataset to study correlations in multiple responses over time to explain the joint variability of lung functions and body mass index. Supplementary materials for this article, including a standardized description of the materials needed to reproduce the work, are available as an online supplement.
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