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) ).

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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
Item ID: 8180
Date Deposited: 11 Jul 2004
Last Modified: 08 Jun 2012 12:40
Contributors: Saei, Ayoub (Author)
Date: 2004
Status: Published
Publisher: Southampton Statistical Sciences Research Institute
URI: http://eprints.soton.ac.uk/id/eprint/8180

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