Estimating and interpolating a Markov chain from aggregate data

Date

2002

Authors

Davis, B
Heathcote, Christopher R
O'Neill, Terence

Journal Title

Journal ISSN

Volume Title

Publisher

Biometrika Trust

Abstract

Given aggregated longitudinal data generated by a Markov chain, which may be non-homogeneous, the problem considered is that of modelling, estimating and interpolating the logarithms of partial odds and hence the transition probabilities. By partial odds

Description

Keywords

Keywords: Interpolation; Longitudinal data; Markov chain; Odds; Vector regression; Weighted least squares

Citation

Source

Biometrika

Type

Journal article

Book Title

Entity type

Access Statement

License Rights

Restricted until

2037-12-31