HOME > 상세정보

상세정보

Longitudinal data with serial correlation : a state-space approach 1st ed

Longitudinal data with serial correlation : a state-space approach 1st ed (3회 대출)

자료유형
단행본
개인저자
Jones, R. H. (Richard Hunn), 1934-
서명 / 저자사항
Longitudinal data with serial correlation : a state-space approach / R.H. Jones.
판사항
1st ed.
발행사항
London ;   New York :   Chapman & Hall,   1993.  
형태사항
xi, 225 p. : ill. ; 23 cm.
총서사항
Monographs on statistics and applied probability ;47.
ISBN
0412406500 :
서지주기
Includes bibliography(p. 218-223) and index.
일반주제명
Multivariate analysis. Longitudinal method.
000 00843camuuu200253 a 4500
001 000000900584
005 19990118101449.0
008 930202s1993 enka b 001 0 eng
010 ▼a 93006889
020 ▼a 0412406500 : ▼c £25.00
040 ▼a DLC ▼c DLC ▼d DLC ▼d 244002
049 0 ▼l 151011659
050 0 0 ▼a QA278 ▼b .J66 1993
082 0 0 ▼a 519.5/35 ▼2 20
090 ▼a 519.535 ▼b J78L
100 1 ▼a Jones, R. H. ▼q (Richard Hunn), ▼d 1934-
245 1 0 ▼a Longitudinal data with serial correlation : ▼b a state-space approach / ▼c R.H. Jones.
250 ▼a 1st ed.
260 ▼a London ; ▼a New York : ▼b Chapman & Hall, ▼c 1993.
300 ▼a xi, 225 p. : ▼b ill. ; ▼c 23 cm.
440 0 ▼a Monographs on statistics and applied probability ; ▼v 47.
504 ▼a Includes bibliography(p. 218-223) and index.
650 0 ▼a Multivariate analysis.
650 0 ▼a Longitudinal method.

소장정보

No. 소장처 청구기호 등록번호 도서상태 반납예정일 예약 서비스
No. 1 소장처 세종학술정보원/과학기술실/ 청구기호 519.535 J78L 등록번호 151011659 도서상태 대출가능 반납예정일 예약 서비스 C

컨텐츠정보

목차


CONTENTS
Preface = ⅹ
1 Introduction = 1
 1.1 A simple example = 1
 1.2 Repeated measures experiments = 4
 1.3 Longitudinal data = 5
 1.4 An example = 7
 1.5 Balanced compound symmetry = 11
  1.5.1 Maximum likelihood estimation = 11
 1.6 Missing observations = 21
 1.7 Exercises = 24
2 A General Linear Mixed Model = 26
 2.1 The Laird-Ware Model = 26
 2.2 The likelihood function = 32
  2.2.1 Numerical evaluation = 33
 2.3 Variance heterogeneity = 37
 2.4 Residuals = 38
 2.5 Restricted maximum likelihood = 39
 2.6 The EM algorithm = 40
 2.7 Predictions = 42
  2.7.1 Population mean curves = 43 
  2.7.2 Individual predictions = 43
 2.8 Model selection = 44
 2.9 Testing contrasts = 47
 2.10 An example = 50
 2.11 Exercises = 51
3 First Order Autoregressive Errors = 52
 3.1 Introduction = 52
 3.2 Equally spaced observations = 53
 3.3 Unequally spaced observations = 56
 3.4 Some simulated error structures = 60
 3.5 Other possible error structures = 65
 3.6 Circadian rhythms = 67
 3.7 Exercises = 74
4 State Space Representations = 77
 4.1 A tracking example = 78
 4.2 The Kalman recursion = 86
  4.2.1 Missing observations = 89
 4.3 AR(1) process with observational error = 90
  4.3.1 Equally spaced data = 90
  4.3.2 Arbitrarily spaced data = 92
 4.4 Derivation of the Kalman recursion = 94
 4.5 Numerical considerations = 96
 4.6 Exercises = 98
5 The Laird-Ware Model in State Space Form = 100
 5.1 Fixed effects = 100
  5.1.1 The algorithm = 103
  5.1.2 Estimating an unknown mean = 107
 5.2 Random effects in the state = 111
  5.2.1 An example = 113
 5.3 Predictions = 115
 5.4 Shrinkage estimates = 116
 5.5 Data analysis = 117
 5.6 Exercises = 118
6 Autoregressive Moving Average Errors = 120
 6.1 Equally spaced observations = 120
  6.1.1 The initial state covariance matrix = 123
  6.1.2 Reparameterizing for stability = 127
 6.2 Unequally spaced observations = 128
  6.2.1 The state space method = 131
 6.3 An exercise = 138
7 Nonlinear Models = 139
 7.1 Fitting nonlinear models = 139
 7.2 Nonlinear random effects = 142
  7.2.1 The Michaelis-Menten equation = 142
  7.2.2 Simulated data = 147
  7.2.3 A general nonlinear equation = 151
 7.3 A four parameter logistic model = 154
8 Multivariate Models = 156
 8.1 Multivariate AR(1) errors = 161
 8.2 Multivariate mixed models = 166
 8.3 The multivariate algorithm = 167
  8.3.1 Model fitting strategy = 170
 8.4 A bivariate example = 171
  8.4.1 Predictions = 177
 8.5 Doubly labeled water = 181
 8.6 Exercise = 183
Appendix = 186
 A FORTRAN subroutines = 186
  A.1 Matrix factorization = 186
  A.2 Equally spaced ARMA processes = 189
  A.3 Unequally spaced ARMA processes = 197
  A.4 A multivariate subroutine = 205
References = 218
Index = 224


관련분야 신착자료

Hogg, Robert V. (2021)