LONGITUDINAL DATA WITH SERIAL CORRELATION by Richard H. Jones ( 9780412406508 )

Item Details

Title:

LONGITUDINAL DATA WITH SERIAL CORRELATION
A STATE-SPACE APPROACH

By:

Richard H. Jones

Format:

Hardback

List price:

£175.00

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£157.50

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£17.50

ISBN 10:

0412406500

ISBN 13:

9780412406508

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Publisher:

TAYLOR & FRANCIS LTD

Pub. date:

1 February, 1993

Series:

Chapman & Hall/CRC Monographs on Statistics & Applied Probability 47

Pages:

240

Description:

The field of longitudinal data analysis has progressed rapidly in recent years. This book develops the necessary methodology from first principles and presents a number of applications such as the analysis of growth curves and dose response curves.

Synopsis:

The emphasis in this book is on methods for analyzing unbalanced repeated measures of longitudinal data with possible serial correlation. This can be as simple as a repeated measures experiment with missing observations, or as complicated as time response curves for groups of subjects where each subject is observed at different times. These models can include co-variates that are time-varying or fixed for a subject. Within subject serial correlation can be modelled as a continuous time first-order autoregression or as a continuous time ARMA process. The basic model is a mixed fixed and random effects model often referred to as the Laird-Ware model. Maximum likelihood and restricted maximum likelihood methods of estimation are discussed in detail with examples. Nonlinear optimization is used to obtain these estimates. Methods of model selection are discussed as well as the testing of contrasts of the fixed coefficients. The Kalman filter is presented as a method of calculating likelihoods for this wide class of models. Models where the random parameters appear nonlinearly are discussed as well as models with multivariate responses.Examples of nonlinear models are certain dose response curves used in bioassay. FORTRAN subroutines for carrying out many of the computational procedures are given in an appendix. This book should be of interest to research workers, data analysts and graduate students in biostatistics programmes.

Illustrations:

references, index

Publication:

Imprint:

Chapman & Hall/CRC

Returns:

Returnable

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