State space mixed models for longitudinal observations with binary and binomial responses

DOI10.1007/s00362-006-0039-yzbMath1312.62104OpenAlexW2098149189MaRDI QIDQ840936

Peter X.-K. Song, Claudia Czado

Publication date: 14 September 2009

Published in: Statistical Papers (Search for Journal in Brave)

Full work available at URL: https://epub.ub.uni-muenchen.de/1613/1/paper_232.pdf

zbMATH Keywords

seasonalitylongitudinal dataMarkov chain Monte Carlorandom effectssignal-to-noise ratioregressionprobit

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Generalized linear models (logistic models) (62J12)

Related Items (10)

State space mixed models for binary responses with scale mixture of normal distributions links ⋮ Stochastic model specification search for Gaussian and partial non-Gaussian state space models ⋮ Dynamic model averaging adapted to dynamic regression models for time series of counts ⋮ Multivariate online regression analysis with heterogeneous streaming data ⋮ A Review of Multi‐Compartment Infectious Disease Models ⋮ A Dynamic Binary Probit Model with Time-Varying Parameters and Shrinkage Prior ⋮ Bayesian analysis of dynamic item response models in educational testing ⋮ A mixed autoregressive probit model for ordinal longitudinal data ⋮ Discrete-response state space models with conditional heteroscedasticity: an application to forecasting the federal funds rate target ⋮ Testing the null hypothesis of zero serial correlation in short panel time series: a comparison of tail probabilities

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