Global and local tests to assess stationarity of Markov transition models

DOI10.1080/03610918.2017.1406504OpenAlexW2790002933MaRDI QIDQ5085914

Idemauro Antonio Rodrigues de Lara, Cesar Augusto Taconeli, J. P. Hinde

Publication date: 30 June 2022

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610918.2017.1406504

zbMATH Keywords

simulation studytransition probabilitiesgeneralized linear modelslongitudinal categorical data

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Generalized linear models (logistic models) (62J12)

Uses Software

• R
• nnet
• ordinal
• markovchain

Cites Work

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• Marginalized Transition Models and Likelihood Inference for Longitudinal Categorical Data
• Models for discrete longitudinal data.
• Statistical Analysis of Stochastic Processes in Time
• Statistical Inference about Markov Chains
• Maximum likelihood estimation of order m for stationary stochastic processes
• Logistic Regression for Dependent Binary Observations
• A likelihood-based method for analysing longitudinal binary responses
• Transitional ideal point models for longitudinal multinomial outcomes
• Linear and Generalized Linear Models and their Applications by J. JIANG

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