Threshold Models with Correlated Random Components
Threshold Models with Correlated Random Components
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.
Southampton Statistical Sciences Research Institute, University of Southampton
Saei, Ayoub
d9202095-5650-4b3d-9b13-a8d16e10b338
2004
Saei, Ayoub
d9202095-5650-4b3d-9b13-a8d16e10b338
Saei, Ayoub
(2004)
Threshold Models with Correlated Random Components
(S3RI Methodology Working Papers, M04/07)
Southampton, UK.
Southampton Statistical Sciences Research Institute, University of Southampton
17pp.
Record type:
Monograph
(Project Report)
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.
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Published date: 2004
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Local EPrints ID: 8180
URI: http://eprints.soton.ac.uk/id/eprint/8180
PURE UUID: 3f8ce635-d326-4315-8b1f-b9e526127cc9
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Date deposited: 11 Jul 2004
Last modified: 15 Mar 2024 04:51
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Author:
Ayoub Saei
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