1st Edition
Longitudinal Data with Serial Correlation A State-Space Approach
By Richard .H. Jones
Copyright 1993
240 Pages
by
Chapman & Hall
240 Pages
by
Chapman & Hall
240 Pages
by
Chapman & Hall
Also available as eBook on:
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.
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
Biography
Jones, Richard .H.
