Threshold Models with Correlated Random Components


Saei, Ayoub (2004) Threshold Models with Correlated Random Components. Southampton, UK, Southampton Statistical Sciences Research Institute, 17pp. (S3RI Methodology Working Papers, (M04/07) ).

Download

[img] PDF
Download (289Kb)

Description/Abstract

Threshold models for ordinal longitudinal/repeated measurements data need to account for the correlation between observations within each subject. Two variance-covariance structures are introduced for two types of threshold models. Estimation of the parameters in the linear predictor and components of variance are derived in the general form. A small simulation study is carried out to support the estimation and inference methods. These methods are then applied to two practical examples.

Item Type: Monograph (UNSPECIFIED)
Related URLs:
Subjects: H Social Sciences > HA Statistics
Divisions: University Structure - Pre August 2011 > Southampton Statistical Sciences Research Institute
ePrint ID: 8180
Date Deposited: 11 Jul 2004
Last Modified: 27 Mar 2014 18:01
URI: http://eprints.soton.ac.uk/id/eprint/8180

Actions (login required)

View Item View Item

Downloads from ePrints over the past year. Other digital versions may also be available to download e.g. from the publisher's website.

View more statistics