Observation-driven model, Advanced Statistics

Observation-driven model is a term generally applied to models for the longitudinal data or time series which introduce within the unit correlation by specifying the conditional distribution of an observation at the time t as a function of previous observations. An instance is the ante- dependence model. In contrast in the parameter-driven model, correlation is introduced during a latent process, for instance, by introducing a random subject effect.

Posted Date: 7/30/2012 7:31:39 AM | Location : United States







Related Discussions:- Observation-driven model, Assignment Help, Ask Question on Observation-driven model, Get Answer, Expert's Help, Observation-driven model Discussions

Write discussion on Observation-driven model
Your posts are moderated
Related Questions
An unusual aggregation of the health events, real or perceived. The events might be grouped in the particular region or in some short period of time, or they might happen among the

Hello , I have a business statistic HW that is due after 23 hours exactly for now . I need full and details answers please , plus they must be in a done and typed in a word or exce

The graphical process most frequently used in the analysis of data from a two-by-two crossover design. For each of the subject the difference between the response variable values o

Residual plots are the plots of some type of residual which might be helpful in assessing the assumption made by the fitted model. In regression analysis there are various method

Mean squarederror is the expected value of square of the difference between an estimator and the true value of the parameter. If the estimator is unbiased then the mean of the squ

Relative risk is the measure of the association between the exposure to a particular factor and the risk or probability of a convinced outcome, calculated as follows     therefor

what are tests for residual with nonconstant variance in regression diagnostic checking?

Isobologram  is a diagram used to characterize the interactions among jointly administered drugs or the chemicals. The contour of the constant response (that is the isobole), which

Helmert contrast is the contrast often used in analysis of the variance, in which each level of a factor is tested against average of the remaining levels. So, for instance, if th

Play-the-winner rule is a process sometimes considered in the clinical trials in which the response to treatment is positive (a success) or negative (a failure). One of two treatm