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Longitudinal Data with Serial Correlation

A State-Space Approach

Richard .H. Jones

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Paperback

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English
Chapman & Hall/CRC
02 December 2019
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.

By:  
Imprint:   Chapman & Hall/CRC
Country of Publication:   United Kingdom
Dimensions:   Height: 229mm,  Width: 152mm, 
Weight:   453g
ISBN:   9780367450083
ISBN 10:   0367450089
Pages:   240
Publication Date:  
Audience:   General/trade ,  Professional and scholarly ,  College/higher education ,  ELT Advanced ,  Undergraduate
Format:   Paperback
Publisher's Status:   Active
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

Jones, Richard .H.

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