Generalized Linear Mixed Models Based on Latent Markov Heterogeneity Structures. (8th May 2015)
- Record Type:
- Journal Article
- Title:
- Generalized Linear Mixed Models Based on Latent Markov Heterogeneity Structures. (8th May 2015)
- Main Title:
- Generalized Linear Mixed Models Based on Latent Markov Heterogeneity Structures
- Authors:
- Farcomeni, Alessio
- Abstract:
- Abstract: We describe a generalized linear mixed model in which all random effects may evolve over time. Random effects have a discrete support and follow a first‐order Markov chain. Constraints control the size of the parameter space and possibly yield blocks of time‐constant random effects. We illustrate with an application to the relationship between health education and depression in a panel of adolescents, where the random effects are highly dimensional and separately evolve over time.
- Is Part Of:
- Scandinavian journal of statistics. Volume 42:Number 4(2015:Dec.)
- Journal:
- Scandinavian journal of statistics
- Issue:
- Volume 42:Number 4(2015:Dec.)
- Issue Display:
- Volume 42, Issue 4 (2015)
- Year:
- 2015
- Volume:
- 42
- Issue:
- 4
- Issue Sort Value:
- 2015-0042-0004-0000
- Page Start:
- 1127
- Page End:
- 1135
- Publication Date:
- 2015-05-08
- Subjects:
- hidden Markov model -- longitudinal data analysis -- mixed models -- time‐varying random effects -- unobserved heterogeneity
Statistics -- Periodicals
310 - Journal URLs:
- http://www.blackwellpublishers.co.uk/asp/journal.asp?ref=0303-6898 ↗
http://onlinelibrary.wiley.com/ ↗ - DOI:
- 10.1111/sjos.12155 ↗
- Languages:
- English
- ISSNs:
- 0303-6898
- Deposit Type:
- Legaldeposit
- View Content:
- Available online (eLD content is only available in our Reading Rooms) ↗
- Physical Locations:
- British Library DSC - 8087.549000
British Library DSC - BLDSS-3PM
British Library HMNTS - ELD Digital store - Ingest File:
- 40.xml