Dynamic Conditionally Linear Mixed Models for Longitudinal Data
β Scribed by M. Pourahmadi; M. J. Daniels
- Book ID
- 110725004
- Publisher
- John Wiley and Sons
- Year
- 2002
- Tongue
- English
- Weight
- 745 KB
- Volume
- 58
- Category
- Article
- ISSN
- 0006-341X
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This paper describes robust procedures for estimating parameters of a mixed e!ects linear model as applied to longitudinal data. In addition to "xed regression parameters, the model incorporates random subject e!ects to accommodate between-subjects variability and autocorrelation for within-subject
## Abstract In multivariate time series, estimation of the covariance matrix of observation innovations plays an important role in forecasting as it enables computation of standardized forecast error vectors as well as the computation of confidence bounds of forecasts. We develop an online, nonβite