Antedependence Models for Longitudinal Data - Brossura

Zimmerman, Dale L.; Núñez-Antón, Vicente A.

 
9781138113626: Antedependence Models for Longitudinal Data
Brossura
ISBN 10: 113811362X ISBN 13: 9781138113626
Casa editrice: Chapman and Hall/CRC, 2017

Sinossi

The First Book Dedicated to This Class of Longitudinal Models

Although antedependence models are particularly useful for modeling longitudinal data that exhibit serial correlation, few books adequately cover these models. By gathering results scattered throughout the literature, Antedependence Models for Longitudinal Data offers a convenient, systematic way to learn about antedependence models. Illustrated with numerous examples, the book also covers some important statistical inference procedures associated with these models.

After describing unstructured and structured antedependence models and their properties, the authors discuss informal model identification via simple summary statistics and graphical methods. They then present formal likelihood-based procedures for normal antedependence models, including maximum likelihood and residual maximum likelihood estimation of parameters as well as likelihood ratio tests and penalized likelihood model selection criteria for the model’s covariance structure and mean structure. The authors also compare the performance of antedependence models to other models commonly used for longitudinal data.

With this book, readers no longer have to search across widely scattered journal articles on the subject. The book provides a thorough treatment of the properties and statistical inference procedures of various antedependence models.

Le informazioni nella sezione "Riassunto" possono far riferimento a edizioni diverse di questo titolo.

Informazioni sull?autore

Dale L. Zimmerman is a professor in the Department of Statistics and Actuarial Science at the University of Iowa.

Vicente A. Núnez-Antón is a professor in the Department of Econometrics and Statistics at The University of the Basque Country.

Le informazioni nella sezione "Su questo libro" possono far riferimento a edizioni diverse di questo titolo.

Editore
Chapman and Hall/CRC
Data di pubblicazione
2017
Lingua
Inglese
ISBN 10 
113811362X
ISBN 13 
9781138113626
Rilegatura
Copertina flessibile
Numero edizione
1
Numero di pagine
288
Redattore
Tong Howell, Keiding Niels, Fan Jianqing, Louis Thomas A., Isham Valerie, Smith Richard L.
Contatto del produttore
non disponibile
Persona responsabile
non disponibile

Altre edizioni note dello stesso titolo

9781420064261: Antedependence Models for Longitudinal Data

Edizione in evidenza

ISBN 10:  1420064266 ISBN 13:  9781420064261
Casa editrice: Chapman and Hall/CRC, 2009
Rilegato