A copula-based Markov chain model for the analysis of binary longitudinal data

DOI10.1080/02664760802499287MaRDI QIDQ3184483zbMATH OpenOpenAlexFDO

Authors Gabriel Escarela, Luis Carlos Pérez-Ruíz, Russell J. Bowater

Publication date 21 October 2009

Published in Journal of Applied Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/02664760802499287

zbMATH Keywords

copulaserial correlationmaximum likelihoodprobit regression modeldiscrete time seriesMarkov regression models

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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Cites work

• scientific article; zbMATH DE number 3945130 (Why is no real title available?)
• scientific article; zbMATH DE number 45786 (Why is no real title available?)
• Estimating the dimension of a model
• Logistic regression for autocorrelated data with application to repeated measures
• Longitudinal data model selection
• Marginalized transition models and likelihood inference for longitudinal categorical data
• Multivariate Dispersion Models Generated From Gaussian Copula
• Statistical Methods in Markov Chains

Cited in

(17)

• Transition Models for Multivariate Longitudinal Binary Data
• On optimal lag 1 dependence estimation for dynamic binary models with application to asthma data
• A contrasting study of likelihood methods for the analysis of longitudinal binary data
• Longitudinal analysis of repeated binary data using autoregressive and random effect modelling
• Dependence in binary outcomes: a quadratic exponential model approach
• Using Markov chains for marginal modelling of binary longitudinal data in an exact likelihood approach
• A Model for Binary Time Series Data with Serial Odds Ratio Patterns
• Joint modelling of longitudinal biomarker and gap time between recurrent events: copula-based dependence
• Approximating dependence structures of repeated stochastic processes
• Binary geometric process model for the modeling of longitudinal binary data with trend
• Heavy-tailed longitudinal data modeling using copulas
• Multivariate distributions of correlated binary variables generated by pair-copulas
• Latent Gaussian copula models for longitudinal binary data
• scientific article; zbMATH DE number 7578286 (Why is no real title available?)
• A flexible class of parametric transition regression models based on copulas: application to poliomyelitis incidence
• A linear model-based test for the heterogeneity of conditional correlations
• Continuous time Markov models for binary longitudinal data

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