An alternative method for evaluating stationarity in transition models

DOI10.1080/00949655.2017.1351562OpenAlexW2734728363MaRDI QIDQ5106984

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

Publication date: 22 April 2020

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949655.2017.1351562

zbMATH Keywords

simulationstationaritytransition probabilitieslongitudinal categorical data

Mathematics Subject Classification ID

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

Uses Software

• R
• VGAM
• ordinal
• markovchain

Cites Work

• Marginalized Transition Models and Likelihood Inference for Longitudinal Categorical Data
• Transitional modeling of experimental longitudinal data with missing values
• Models for discrete longitudinal data.
• 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
• Statistical Analysis of Stochastic Processes in Time
• Transitional ideal point models for longitudinal multinomial outcomes
• Linear and Generalized Linear Models and their Applications by J. JIANG
• Tests of Statistical Hypotheses Concerning Several Parameters When the Number of Observations is Large
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