Maximum likelihood estimation of an extended latent Markov model for clustered binary panel data

DOI10.1016/J.CSDA.2006.11.030MaRDI QIDQ1019979zbMATH OpenOpenAlexFDO

Authors Francesco Bartolucci, Valentina Nigro

Publication date 29 May 2009

Published in Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL http://hdl.handle.net/2108/351

zbMATH Keywords

EM algorithmheterogeneityfinite mixture modelslatent class modelstate dependence

Mathematics Subject Classification ID

Markov processes: estimation; hidden Markov models (62M05)

Recommendations

• Three-step estimation of latent Markov models with covariates
• Latent class models for diary method data: Parameter estimation by local computations
• The Analysis of Panel Data Under a Markov Assumption
• Latent Markov models: a review of a general framework for the analysis of longitudinal data with covariates
• scientific article; zbMATH DE number 7219011

Cites work

• scientific article; zbMATH DE number 3816888 (Why is no real title available?)
• scientific article; zbMATH DE number 3567782 (Why is no real title available?)
• scientific article; zbMATH DE number 3793969 (Why is no real title available?)
• scientific article; zbMATH DE number 3290846 (Why is no real title available?)
• A Computationally Efficient Quadrature Procedure for the One-Factor Multinomial Probit Model
• A Method for Minimizing the Impact of Distributional Assumptions in Econometric Models for Duration Data
• Early warning systems for sovereign debt crises: The role of heterogeneity
• Estimating the dimension of a model
• Exploratory latent structure analysis using both identifiable and unidentifiable models
• Finite mixture models
• Handbook of econometrics. Volume 2
• Identification in Parametric Models
• Likelihood Inference for a Class of Latent Markov Models under Linear Hypotheses on the Transition Probabilities
• Panel data analysis of household brand choices

Cited in

(4)

• Estimation in an Empirical Bayes Model for Longitudinal and Cross-Sectionally Clustered Binary Data
• Three-step estimation of latent Markov models with covariates
• Latent class models for diary method data: Parameter estimation by local computations
• A Bayesian approach to model-based clustering for binary panel probit models

This page was built for publication: Maximum likelihood estimation of an extended latent Markov model for clustered binary panel data

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1019979)