Generalized Linear Mixed Models Based on Latent Markov Heterogeneity Structures

Citation

Farcomeni, Alessio (2015). Generalized Linear Mixed Models Based on Latent Markov Heterogeneity Structures. Scandinavian Journal of Statistics.

Abstract

We describe a generalized linear mixed model in which all random effects may evolve over time. Random effects have a discrete support and follow a first-order Markov chain. Constraints control the size of the parameter space and possibly yield blocks of time-constant random effects. We illustrate with an application to the relationship between health education and depression in a panel of adolescents, where the random effects are highly dimensional and separately evolve over time.

URL

http://dx.doi.org/10.1111/sjos.12155

Keyword(s)

hidden Markov model

Reference Type

Journal Article

Journal Title

Scandinavian Journal of Statistics

Author(s)

Farcomeni, Alessio

Year Published

2015

Edition

5/8/2015

ISSN/ISBN

1467-9469

DOI

10.1111/sjos.12155

Reference ID

5668