Richard .H. Jones

Longitudinal Data with Serial Correlation

A State-Space Approach

• Gebundenes Buch

Produktbeschreibung

This monograph is written for students at the graduate level in biostatistics, statistics or other disciplines that collect longitudinal data. It concentrates on the state space approach that provides a convenient way to compute likelihoods using the Kalman filter.

Produktdetails

• Verlag: Chapman and Hall/CRC / Taylor & Francis
• 1993.
• Seitenzahl: 240
• Erscheinungstermin: 1. Februar 1993
• Englisch
• Abmessung: 239mm x 152mm x 18mm
• Gewicht: 489g
• ISBN-13: 9780412406508
• ISBN-10: 0412406500
• Artikelnr.: 21678195

Autorenporträt

Jones, Richard .H.

Inhaltsangabe

1. Introduction 2. A General Linear Mixed Model 3. First Order Autoregressive Errors 4. State Space Representations 5. The Laird-Ware Model in State Space Form 6. Autoregressive Moving Average Errors 7. Nonlinear Models 8. Multivariate Models