Longitudinal Data with Serial Correlation : A State-Space Approach book cover
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Longitudinal Data with Serial Correlation
A State-Space Approach





ISBN 9780367450083
Published December 2, 2019 by Chapman and Hall/CRC
240 Pages

 
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Book Description

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.

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

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Author(s)

Biography

Jones, Richard .H.