An Empirical Bayes Model for Markov-Dependent Binary Sequences with Randomly Missing Observations

DOI10.2307/2291527MaRDI QIDQ3128754zbMATH OpenOpenAlexFDO

Authors Bernard F. Cole, Alan M. Zaslavsky, Mei-Ling Ting Lee, G. A. Whitmore

Publication date 17 April 1997

Full work available at URL https://doi.org/10.2307/2291527

zbMATH Keywords

maximum likelihood estimationtransition probabilitiesmarginal likelihoodlikelihood ratio testapproximationposterior distributionsempirical Bayes estimationtest for dependencehyperparametersequilibrium probabilitiesbeta marginalsbivariate beta priorsdependent Bernoulli trialsrandomly missing observationstwo-state Markov chains

Mathematics Subject Classification ID

Markov processes: estimation; hidden Markov models (62M05) Empirical decision procedures; empirical Bayes procedures (62C12)

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Cited in

(9)

• A bivariate F distribution with marginals on arbitrary numerator and denominator degrees of freedom, and related bivariate beta and t distributions
• Fitting feature-dependent Markov chains
• Estimating transition probabilities for ignorable intermittent missing data in a discrete-time Markov chain
• Estimating discrete Markov models from various incomplete data schemes
• Mixed Effects Logistic Regression Models for Longitudinal Ordinal Functional Response Data with Multiple‐Cause Drop‐Out from the Longitudinal Study of Aging
• Heterogeneity in dynamic discrete choice models
• A Bayesian Approach in Estimating Transition Probabilities of a Discrete-time Markov Chain for Ignorable Intermittent Missing Data
• Empirical Bayes analysis of log-linear models for a generalized finite stationary Markov chain
• A Bayesian model for binary Markov chains

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