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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).

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

Identifiers

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: 17 Jul 2017 17:13

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