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
The Null Hypothesis - H0:  There is autocorrelation The Alternative Hypothesis - H1: There is no autocorrelation Rejection Criteria: Reject H0 (n-s)R 2 > = (1515 - 4) x (0.

sales per day for a product are as follows: x= 10, 11, 12, 13 (p)= 0.2, 0.4, 0.3, 0.1 obtain mean and variance of daily sale. if the profit is described by the following equation p

Conditional probability : The probability that an event occurs given the outcome of other event. Generally written, Pr(A|B). For instance, the probability of a person being color b

Comparative exposure rate : A measure of alliance for use in a matched case-control study, de?ned as the ratio of the number of case-control pairs, where the case has greater expos

Item-total correlation is an  extensively used method for checking the homogeneity of the scale made up of number of items. It is simply the Pearson's product moment correlation c

Quality-adjusted survival analysis is a method for evaluating the effects of treatment on survival which allows the consideration of quality of life as well as the quantity of lif

The method of displaying the geographical variability of the disease on maps using different colors, shading, etc. The logic is not new, but the arrival of computers and computer g

Hamilton County judges try thousands of cases per year. In an overwhelming majority of the cases disposed, the verdict stands as rendered. However, some cases are appeale

Regression through the origin : In some of the situations a relationship between the two variables estimated by the regression analysis is expected to pass by the origin because th

Pie chart is an extensively used graphical technique for presenting relative frequencies related with the observed values of the categorical variable. The chart comprises of a cir