Latent Markov models for longitudinal data
 Responsibility
 Francesco Bartolucci, Alessio Farcomeni, Fulvia Pennoni.
 Language
 English.
 Publication
 Boca Raton, FL : CRC Press, Taylor & Francis Group, [2013]
 Physical description
 xix, 234 pages ; 24 cm.
 Series
 Statistics in the social and behavioral sciences series.
Access
Available online
Science Library (Li and Ma)
Stacks
Call number  Status 

QA274.7 .B375 2013  Unknown 
More options
Creators/Contributors
 Author/Creator
 Bartolucci, Francesco, author.
 Contributor
 Farcomeni, Alessio, author.
 Pennoni, Fulvia, author.
Contents/Summary
 Bibliography
 Includes bibliographical references (pages 215230) and index.
 Contents

 Overview on Latent Markov Modeling Introduction Literature review on latent Markov models Alternative approaches Example datasets Background on Latent Variable and Markov Chain Models Introduction Latent variable models ExpectationMaximization algorithm Standard errors Latent class model Selection of the number of latent classes Applications Markov chain model for longitudinal data Applications Basic Latent Markov Model Introduction Univariate formulation Multivariate formulation Model identifiability Maximum likelihood estimation Selection of the number of latent states Applications Constrained Latent Markov Models Introduction Constraints on the measurement model Constraints on the latent model Maximum likelihood estimation Model selection and hypothesis testing Applications Including Individual Covariates and Relaxing Basic Model Assumptions Introduction Notation Covariates in the measurement model Covariates in the latent model Interpretation of the resulting models Maximum likelihood estimation Observed information matrix, identifiability, and standard errors Relaxing local independence Higher order extensions Applications Including Random Effects and Extension to Multilevel Data Introduction Randomeffects formulation Maximum likelihood estimation Multilevel formulation Application to the student math achievement dataset Advanced Topics about Latent Markov Modeling Introduction Dealing with continuous response variables Dealing with missing responses Additional computational issues Decoding and forecasting Selection of the number of latent states Bayesian Latent Markov Models Introduction Prior distributions Bayesian inference via reversible jump Alternative sampling Application to the labor market dataset Appendix: Software List of Main Symbols Bibliography Index.
 (source: Nielsen Book Data)9781439817087 20160615
 Publisher's Summary
 Drawing on the authors' extensive research in the analysis of categorical longitudinal data, Latent Markov Models for Longitudinal Data focuses on the formulation of latent Markov models and the practical use of these models. Numerous examples illustrate how latent Markov models are used in economics, education, sociology, and other fields. The R and MATLAB(R) routines used for the examples are available on the authors' website. The book provides you with the essential background on latent variable models, particularly the latent class model. It discusses how the Markov chain model and the latent class model represent a useful paradigm for latent Markov models. The authors illustrate the assumptions of the basic version of the latent Markov model and introduce maximum likelihood estimation through the ExpectationMaximization algorithm. They also cover constrained versions of the basic latent Markov model, describe the inclusion of the individual covariates, and address the random effects and multilevel extensions of the model. After covering advanced topics, the book concludes with a discussion on Bayesian inference as an alternative to maximum likelihood inference. As longitudinal data become increasingly relevant in many fields, researchers must rely on specific statistical and econometric models tailored to their application. A complete overview of latent Markov models, this book demonstrates how to use the models in three types of analysis: transition analysis with measurement errors, analyses that consider unobserved heterogeneity, and finding clusters of units and studying the transition between the clusters.
(source: Nielsen Book Data)9781439817087 20160615
Subjects
 Subject
 Markov processes.
Bibliographic information
 Publication date
 2013
 Series
 Chapman & Hall/CRC statistics in the social and behavioral sciences
 Note
 "A chapman & Hall book."
 ISBN
 9781439817087 (hbk. : acidfree paper)
 1439817081 (hbk. : acidfree paper)