State space mixed models for longitudinal observations with binary and binomial responses
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References listed on IDEAS
- Ludwig Fahrmeir & Stefan Lang, 2001. "Bayesian inference for generalized additive mixed models based on Markov random field priors," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 50(2), pages 201-220.
- David J. Spiegelhalter & Nicola G. Best & Bradley P. Carlin & Angelika van der Linde, 2002. "Bayesian measures of model complexity and fit," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 64(4), pages 583-639.
- Ludwig Fahrmeir & Stefan Lang, 2001. "Bayesian Semiparametric Regression Analysis of Multicategorical Time-Space Data," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, pages 11-30.
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Shelton Peiris, 2014. "Testing the null hypothesis of zero serial correlation in short panel time series: a comparison of tail probabilities," Statistical Papers, Springer, pages 513-523.
- Abanto-Valle, Carlos A. & Dey, Dipak K., 2014. "State space mixed models for binary responses with scale mixture of normal distributions links," Computational Statistics & Data Analysis, Elsevier, pages 274-287.
- Dimitrakopoulos, Stefanos & Dey, Dipak K., 2017. "Discrete-response state space models with conditional heteroscedasticity: An application to forecasting the federal funds rate target," Economics Letters, Elsevier, vol. 154(C), pages 20-23.
- Frühwirth-Schnatter, Sylvia & Wagner, Helga, 2010. "Stochastic model specification search for Gaussian and partial non-Gaussian state space models," Journal of Econometrics, Elsevier, pages 85-100.
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KeywordsLongitudinal data; Markov chain Monte Carlo; Probit; Random effects; Regression; Seasonality; Signal-to-noise ratio;
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