Modeling Unequally Spaced Bivariate Growth Curve Data Using a Kalman Filter Approach

DOI10.1081/STA-200066298zbMath1072.62092OpenAlexW2078633098MaRDI QIDQ5697414

Qianyu Dang, Stewart J. Anderson, Lingshi Tan, Sati Mazumdar

Publication date: 17 October 2005

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1081/sta-200066298

zbMATH Keywords

longitudinal dataKalman filterstate-space approachgrowth curvemultivariate mixed effects model

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Multivariate analysis (62H99) Software, source code, etc. for problems pertaining to statistics (62-04) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to psychology (62P15)

Related Items (2)

Application of trajectories from growth curve in identification of longitudinal biomarker for the multivariate survival data ⋮ A review of multivariate longitudinal data analysis

Uses Software

• SAS

Cites Work

• Unnamed Item
• Extension of the Gauss-Markov theorem to include the estimation of random effects
• Factorization methods for discrete sequential estimation
• Linear Dynamic Recursive Estimation from the Viewpoint of Regresion Analysis

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