基于指数分散模型的线性增长曲线分析

Linear Growth Curve Analysis Based on Exponential Dispersion Models

Journal of the Royal Statistical Society. Series B: Statistical Methodology · 1996
被引 39
ABS 4

中文导读

该论文提出了一类基于指数分散模型的线性增长曲线模型,包含潜在马尔可夫增长过程、噪声和个体间变异三个成分,适用于连续、离散和混合分布数据,并通过EM算法与卡尔曼平滑结合进行估计。

Abstract

SUMMARY The paper introduces a class of linear growth curve models based on combinations of exponential dispersion models. The models have three components, namely a latent Markov growth process with stationary and independent increments, a noise component and a component describing variation between subjects. The models allow a wide range of continuous, discrete and mixed distributions. Estimation for the models is based on an estimating equation derived from an EM-like algorithm combined with Kalman smoothing.

统计学增长曲线模型马尔可夫过程卡尔曼滤波