Longitudinal Data with Serial Correlation: A State-Space Approach, 1st Edition (Hardback) book cover

Longitudinal Data with Serial Correlation

A State-Space Approach, 1st Edition

By Richard .H. Jones

Chapman and Hall/CRC

240 pages

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Hardback: 9780412406508
pub: 1993-02-01
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pub: 2018-05-04
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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.


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Table of Contents

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

About the Author/Editors

Jones\, Richard .H.

About the Series

Chapman & Hall/CRC Monographs on Statistics and Applied Probability

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Subject Categories

BISAC Subject Codes/Headings:
MATHEMATICS / Probability & Statistics / General