A multivariate extension of the dynamic logit model for longitudinal data based on a latent markov heterogeneity structure

Journal of the American Statistical Association

Volumn 104, Issue 486, 2009, Pages 816-831

  Bartolucci, Francesco ^a   Farcomeni, Alessio ^b  

^a UNIVERSITY OF PERUGIA   (Italy)

^b SAPIENZA UNIVERSITY OF ROME   (Italy)

Author keywords

EM algorithm; Hidden Markov chains; Marginal link function; Panel data; State dependence.

Indexed keywords

EID: 66549107991     PISSN: 01621459     EISSN: None     Source Type: Journal    
DOI: 10.1198/jasa.2009.0107     Document Type: Article

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