An EM Algorithm Fitting First-Order Conditional Autoregressive Models to Longitudinal Data

DOI10.2307/2291750MaRDI QIDQ4366030zbMATH OpenOpenAlexFDO

Authors Christopher H. Schmid

Publication date 25 January 1998

Full work available at URL https://doi.org/10.2307/2291750

zbMATH Keywords

Kalman filtermeasurement errorstate-space modelpulmonary functionSEM algorithmfixed-interval smoothing algorithm

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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(5)

• Structural Inference in Transition Measurement Error Models for Longitudinal Data
• Estimation in Semiparametric Transition Measurement Error Models for Longitudinal Data
• scientific article; zbMATH DE number 6751365 (Why is no real title available?)
• A State-Space EM Algorithm for Longitudinal Data
• Trajectory Modeling of Longitudinal Binary Data: Application of the EM Algorithm for Mixture Models

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