Gaussian quadrature approximations in mixed hidden Markov models for longitudinal data: a simulation study
DOI10.1016/J.CSDA.2015.07.016zbMATH Open1468.62134OpenAlexW1410295105MaRDI QIDQ1660151FDOQ1660151
Authors: Maria Francesca Marino, Marco Alfo' 
Publication date: 15 August 2018
Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/2158/1088183
Recommendations
- Mixed hidden Markov models for longitudinal data: an overview
- Mixed Hidden Markov Models
- Generalized linear latent models for multivariate longitudinal measurements mixed with hidden Markov models
- Gauss-Hermite quadrature approximation for estimation in generalized linear mixed models
- Mixed hidden Markov model for heterogeneous longitudinal data with missingness and errors in the outcome variable
- Bayesian analysis for mixture of latent variable hidden Markov models with multivariate longitudinal data
- Parsimonious hidden Markov models for matrix-variate longitudinal data
- Quasi‐Maximum Likelihood Estimation for a Class of Continuous‐time Long‐memory Processes
- Quasi-Monte Carlo estimation in generalized linear mixed models
- scientific article; zbMATH DE number 1489838
hidden Markov modelsexponential familyadaptive Gaussian quadraturetime-constant and time-varying random parameters
Computational methods for problems pertaining to statistics (62-08) Markov processes: estimation; hidden Markov models (62M05)
Cites Work
- Title not available (Why is that?)
- Title not available (Why is that?)
- Random-Effects Models for Longitudinal Data
- Fast fitting of joint models for longitudinal and event time data using a pseudo-adaptive Gaussian quadrature rule
- Recovery of inter-block information when block sizes are unequal
- The geometry of mixture likelihoods: A general theory
- Inference in hidden Markov models.
- Title not available (Why is that?)
- Nonparametric Maximum Likelihood Estimation of a Mixing Distribution
- Mixed Hidden Markov Models
- A Maximization Technique Occurring in the Statistical Analysis of Probabilistic Functions of Markov Chains
- A General Maximum Likelihood Analysis of Variance Components in Generalized Linear Models
- Title not available (Why is that?)
- Maximum likelihood estimation of limited and discrete dependent variable models with nested random effects
- The geometry of mixture likelihoods, part II: The exponential family
- Hidden Markov Models for Time Series
- Latent class models for diary method data: Parameter estimation by local computations
- Markov and semi-Markov switching linear mixed models used to identify forest tree growth components
- Latent Markov models: a review of a general framework for the analysis of longitudinal data with covariates
- Convergence of Simar's algorithm for finding the maximum likelihood estimate of a compound Poisson process
- Latent variable models for ordinal data by using the adaptive quadrature approximation
- Handling non-ignorable dropouts in longitudinal data: a conditional model based on a latent Markov heterogeneity structure
- A discrete time event-history approach to informative drop-out in mixed latent Markov models with covariates
Cited In (5)
- Hierarchical Markov-switching models for multivariate integer-valued time-series
- Assessing the influence of marketing activities on customer behaviors: a dynamic clustering approach
- Estimating heterogeneity in random effects models for longitudinal data
- Model-based two-way clustering of second-level units in ordinal multilevel latent Markov models
- Mixture of multivariate \(t\) nonlinear mixed models for multiple longitudinal data with heterogeneity and missing values
Uses Software
This page was built for publication: Gaussian quadrature approximations in mixed hidden Markov models for longitudinal data: a simulation study
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1660151)
