Longitudinal Data with Serial Correlation: A State-Space Approach

ISBN-13: 9780367450083 / Angielski / Miękka / 2019 / 240 str.

Richard H. Jones

Opis

This monograph is written for students at the graduate level in biostatistics, statistics or other disciplines that collect longitudinal data. It concentrates on the state space approach that provides a convenient way to compute likelihoods using the Kalman filter.

Spis treści

1. Introduction 2. A General Linear Mixed Model 3. First Order Autoregressive Errors 4. State Space Representations 5. The Laird-Ware Model in State Space Form 6. Autoregressive Moving Average Errors 7. Nonlinear Models 8. Multivariate Models

O autorze

Jones, Richard .H.