A Multivariate Extension of the Dynamic Logit Model for Longitudinal Data Based on a Latent Markov Heterogeneity Structure - Bartolucci, Francesco; Farcomeni, Alessio (Journal of the American Statistical Association, 2009)
Keywords: Algorithms; Applications; Children; Datasets; Dependence relationships; Distribution theory; Dynamic modeling; Dynamic models; EM algorithm; Employment; Exact sciences and technology; Female labour; General topics; Hidden Markov chains; Labour market; Longitudinal studies; Marginal link function; Markov analysis; Markov models; Markovian processes; Mathematical functions; Mathematics; Matrices; Maximum likelihood estimators; Modeling; Multivariate analysis; Panel data; Parametric models; Probability; Probability and statistics; Probability theory and stochastic processes; Sciences and techniques of general use; Standard error; State dependence; Statistical methods; Statistics; Theory and Methods; Parameter estimation; Conditional distribution; Vector distribution; Labour market; Multivariate analysis; Covariate; Stochastic method; Parameterization; Statistical simulation; Markov chain; Hypothesis test; Heterogeneity; Statistical test; Panel data; Marginal distribution; Distribution function; Logit model; Sampling; Dynamic model; Data analysis; Multivariate distribution; Hidden Markov chains; Statistical method; Marginal link function; Categorical data; Maximum likelihood; State dependence; EM algorithm; Application