EM re-estimation of the shared random-effects covariance (Gaussian-copula extension)
Source:R/copulaLongitudinal.R
longitudinalSubVarCopula.RdExtends longitudinalSubVar()'s EM algorithm with one
additional "inner" E-step (impute_latent_ordinal()), run before the
existing "outer" E-step (posterior mean/second-moment of the random
effects) at every iteration – an ECM (Expectation-Conditional-Maximization)
scheme. The outer E-step and M-step formulas are otherwise completely
unchanged from longitudinalSubVar(): only the stacked outcome
vector yi fed into them differs, since ordinal biomarkers'
observed category codes are replaced by the inner E-step's imputed latent
scores before every outer-step update. As in longitudinalSubVar(),
sigma2 is never updated (for ordinal biomarkers it stays fixed at
1, the identification constraint for a probit latent variable); only
D is re-estimated.