State-space models for multivariate longitudinal data of mixed types

Canadian Journal of Statistics

Volumn 24, Issue 3, 1996, Pages 385-402

  Jørgensen, Bent ^a   Lundbye Christensen, Søren ^b   Song, Peter Xue Kun ^a   Sun, Li ^c  

^a UNIVERSITY OF BRITISH COLUMBIA   (Canada)

^b AALBORG UNIVERSITY   (Denmark)

^c SIMON FRASER UNIVERSITY   (Canada)

Author keywords

Dynamic generalized linear model; Estimating equation; Exponential dispersion model; Generalized linear model; Kalman filter and smoother; Regression model; Residual analysis; Time varying covariates; Tweedie class

Indexed keywords

EID: 17944395384     PISSN: 03195724     EISSN: None     Source Type: Journal    
DOI: 10.2307/3315747     Document Type: Article

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