Likelihood Inference for a Class of Latent Markov Models under Linear Hypotheses on the Transition Probabilities

For a class of latent Markov models for discrete variables having a longitudinal structure, we introduce an approach for formulating and testing linear hypotheses on the transition probabilities of the latent process. For the maximum likelihood estimation of a latent Markov model under hypotheses of...

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Bibliographische Detailangaben
Veröffentlicht in:Journal of the Royal Statistical Society. Series B (Statistical Methodology). - Blackwell Publishers. - 68(2006), 2, Seite 155-178
1. Verfasser: Bartolucci, Francesco (VerfasserIn)
Format: Online-Aufsatz
Sprache:English
Veröffentlicht: 2006
Zugriff auf das übergeordnete Werk:Journal of the Royal Statistical Society. Series B (Statistical Methodology)
Schlagworte:Boundary Problem Constrained Statistical Inference EM Algorithm Item Response Theory Latent Class Model Longitudinal Data Mathematics Behavioral sciences Applied sciences