A State-Space EM Algorithm for Longitudinal Data

DOI10.1111/1467-9892.00155MaRDI QIDQ4939817zbMATH OpenOpenAlexFDO

Authors Gloria Icaza, Richard H. Jones

Publication date 1 March 2000

Published in Journal of Time Series Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1111/1467-9892.00155

zbMATH Keywords

Kalman filterlongitudinal dataserial correlationstate-space smoothertime seriesunequally spaced observations

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and prediction (62M20)

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• Longitudinal LISREL model estimation from incomplete panel data using the EM algorithm and the Kalman smoother
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• Extending the State-Space Model to Accommodate Missing Values in Responses and Covariates
• Trajectory Modeling of Longitudinal Binary Data: Application of the EM Algorithm for Mixture Models
• State‐space models for multivariate longitudinal data of mixed types
• Modeling Unequally Spaced Bivariate Growth Curve Data Using a Kalman Filter Approach
• Mixed-Response State-Space Model for Analyzing Multi-Dimensional Digital Phenotypes
• Estimation of a generalized random-effects model: some ECME algorithms and Monte Carlo evidence

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