Estimation of the linear mixed integrated Ornstein-Uhlenbeck model

The linear mixed model with an added integrated Ornstein-Uhlenbeck (IOU) process (linear mixed IOU model) allows for serial correlation and estimation of the degree of derivative tracking. It is rarely used, partly due to the lack of available software. We implemented the linear mixed IOU model in S...

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Bibliographische Detailangaben

Veröffentlicht in:	Journal of statistical computation and simulation. - 1999. - 87(2017), 8 vom: 24. Mai, Seite 1541-1558
1. Verfasser:	Hughes, Rachael A (VerfasserIn)
Weitere Verfasser:	Kenward, Michael G, Sterne, Jonathan A C, Tilling, Kate
Format:	Online-Aufsatz
Sprache:	English
Veröffentlicht:	2017
Zugriff auf das übergeordnete Werk:	Journal of statistical computation and simulation
Schlagworte:	Journal Article 62F99 62J99 62M10 62P10 Fixed effects Integrated Ornstein–Uhlenbeck process Newton Raphson random effects repeated measures