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arXiv 1501.04448stat.CO
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LMest:用于分类纵向数据的隐马尔可夫模型的R包

LMest: an R package for latent Markov models for categorical longitudinal data

Francesco Bartolucci, Alessio Farcomeni, Silvia Pandolfi, Fulvia Pennoni

摘要:

潜在马尔可夫(LM)模型代表了用于分析纵向数据的一类重要模型(Bartolucci et.例如,2013),特别是当响应变量是分类的时。这些模型在社会、医学和行为数据分析以及其他学科中具有很大的应用潜力。我们提出了R包LMest,这是专门为处理这些类型的模型。特别是,我们考虑扩展LM模型的一般框架,包括个人协变量,并制定一个混合的方法,考虑到额外的依赖结构的数据。这样的扩展导致一类非常灵活的模型,这使我们能够适应不同类型的纵向数据。模型参数的估计是通过期望最大化算法,基于前向-后向递归,这是实现在包的主要功能。该软件包还允许我们执行局部和全局解码,并获得参数估计的标准误。我们说明了它的使用和最重要的功能的基础上的例子,涉及在健康和犯罪学的应用。

英文摘要:

Latent Markov (LM) models represent an important class of models for the analysis of longitudinal data (Bartolucci et. al., 2013), especially when response variables are categorical. These models have a great potential of application for the analysis of social, medical, and behavioral data as well as in other disciplines. We propose the R package LMest, which is tailored to deal with these types of model. In particular, we consider a general framework for extended LM models by including individual covariates and by formulating a mixed approach to take into account additional dependence structures in the data. Such extensions lead to a very flexible class of models, which allows us to fit different types of longitudinal data. Model parameters are estimated through the expectation-maximization algorithm, based on the forward-backward recursions, which is implemented in the main functions of the package. The package also allows us to perform local and global decoding and to obtain standard errors for the parameter estimates. We illustrate its use and the most important features on the basis of examples involving applications in health and criminology.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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