State‐space models for multivariate longitudinal data of mixed types
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Publication:5691195
DOI10.2307/3315747zbMath0877.62083MaRDI QIDQ5691195
Peter X.-K. Song, Bent Jørgensen, Li Sun, Søren Lundbye-Christensen
Publication date: 2 December 1997
Published in: Canadian Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/3315747
smoother; Kalman filter; estimating equation; residual analysis; exponential dispersion model; time-varying covariates; dynamic generalized linear model; Tweedie class
62M20: Inference from stochastic processes and prediction
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
62J12: Generalized linear models (logistic models)
Related Items
Generating dependent random numbers with given correlations and margins from exponential dispersion models, Monte Carlo Kalman filter and smoothing for multivariate discrete state space models, Extending the State-Space Model to Accommodate Missing Values in Responses and Covariates, A statistical model for under- or overdispersed clustered and longitudinal count data, Multivariate Time-Series Analysis With Categorical and Continuous Variables in an Lstr Model, Stationary state space models for longitudinal data
Uses Software
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