Longitudinal nominal data analysis using marginalized models
Recently, marginalized transition models have become popular for the analysis of longitudinal data. Heagerty (2002) and Lee and Daniels (2007) proposed marginalized transition models for the analysis of longitudinal binary data and ordinal data, respectively. In this paper, we extend their work to accommodate longitudinal nominal data using a Markovian dependence structure. A Fisher-scoring algorithm is developed for estimation. Methods are illustrated with a real dataset and are compared with other standard methods.
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- Theil, Henri, 1969. "A Multinomial Extension of the Linear Logit Model," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 10(3), pages 251-59, October.
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- Diana Miglioretti & Patrick Heagerty, 2004. "Marginal Modeling of Multilevel Binary Data with Time-Varying Covariates," UW Biostatistics Working Paper Series 1050, Berkeley Electronic Press.
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