An Empirical Bayes Model for Markov-Dependent Binary Sequences with Randomly Missing Observations
DOI10.2307/2291527zbMATH Open0868.62017OpenAlexW4245520206MaRDI QIDQ3128754FDOQ3128754
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
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maximum likelihood estimationtransition probabilitiesmarginal likelihoodlikelihood ratio testapproximationposterior distributionsempirical Bayes estimationtest for dependencehyperparametersequilibrium probabilitiesbeta marginalsbivariate beta priorsdependent Bernoulli trialsrandomly missing observationstwo-state Markov chains
Markov processes: estimation; hidden Markov models (62M05) Empirical decision procedures; empirical Bayes procedures (62C12)
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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