Derived variables for longitudinal studies.
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.
Cox
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Nuffield College, Oxford OX1 1NF, United Kingdom.
Wermuth
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