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Does anyone know of articles in which, in addition to modeling the mean parameter, are also modeled the variance and correlation parameters? I know the double generalized linear model, but they only model the variance beyond the mean! I look for an article that also models the correlation!

Note: I did not find it on google!

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  • $\begingroup$ You mean a study published in a peer-reviewed journal? Mixed effects models also estimate variances & correlations. Whether they're reported is another issue, though. $\endgroup$ – gung - Reinstate Monica Apr 24 '17 at 23:14
  • $\begingroup$ @gung Yes, i mean a study published in a peer-reviewed journal? Or a dissertation/ thesis! $\endgroup$ – fsbmat Apr 25 '17 at 1:06
  • $\begingroup$ @gung I do not want to estimate a single parameter for variance and for correlation, I want to add covariates for both! That is, I want to model the mean, the variance and the correlation! In this article, arxiv.org/pdf/1405.3718.pdf, the author models the mean and variance, for example! $\endgroup$ – fsbmat Apr 25 '17 at 1:20
  • $\begingroup$ Search this site for the tag gamlss $\endgroup$ – kjetil b halvorsen Oct 11 '17 at 12:18
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You should search for papers using the R package gamlss. Some few is https://www.sciencedirect.com/science/article/pii/S030917081000062X, https://www.hydrol-earth-syst-sci.net/17/3189/2013/hess-17-3189-2013.pdf,
https://bmcmedresmethodol.biomedcentral.com/articles/10.1186/1471-2288-8-59.

A google scholar search.

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