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Antedependence Models for Longitudinal Data (Paperback)
Loot Price: R2,256
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Antedependence Models for Longitudinal Data (Paperback)
Series: Chapman & Hall/CRC Monographs on Statistics and Applied Probability
Expected to ship within 12 - 17 working days
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The First Book Dedicated to This Class of Longitudinal Models
Although antedependence models are particularly useful for modeling
longitudinal data that exhibit serial correlation, few books
adequately cover these models. By gathering results scattered
throughout the literature, Antedependence Models for Longitudinal
Data offers a convenient, systematic way to learn about
antedependence models. Illustrated with numerous examples, the book
also covers some important statistical inference procedures
associated with these models. After describing unstructured and
structured antedependence models and their properties, the authors
discuss informal model identification via simple summary statistics
and graphical methods. They then present formal likelihood-based
procedures for normal antedependence models, including maximum
likelihood and residual maximum likelihood estimation of parameters
as well as likelihood ratio tests and penalized likelihood model
selection criteria for the model's covariance structure and mean
structure. The authors also compare the performance of
antedependence models to other models commonly used for
longitudinal data. With this book, readers no longer have to search
across widely scattered journal articles on the subject. The book
provides a thorough treatment of the properties and statistical
inference procedures of various antedependence models.
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