Showing 1 - 10 of 35
We provide a comprehensive overview of latent Markov (LM) models for the analysis of longitudinal data. The main assumption behind these models is that the response variables are conditionally independent given a latent process which follows a first-order Markov chain. We first illustrate the...
Persistent link: https://www.econbiz.de/10015232214
The paper investigates the problem of determining patterns of criminal behaviour from official criminal histories, concentrating on the variety and type of offending convictions. The analysis is carried out on the basis of a multivariate latent Markov model which allows for discrete covariates...
Persistent link: https://www.econbiz.de/10009433348
A multivariate hidden Markov model is proposed to explain the price evolution of Bitcoin, Ethereum, Ripple, Litecoin, and Bitcoin Cash. The observed daily log-returns of these five major cryptocurrencies are modeled jointly. They are assumed to be correlated according to a variance-covariance...
Persistent link: https://www.econbiz.de/10015234891
We extend to the longitudinal setting a latent class approach that has beed recently introduced by \cite{lanza:et:al:2013} to estimate the causal effect of a treatment. The proposed approach permits the evaluation of the effect of multiple treatments on subpopulations of individuals from a...
Persistent link: https://www.econbiz.de/10015248889
Assessment of the eEurope 2005 Action Plan Benchmarking Index “E-Business Readiness Composite Indicator” using data collected by National Statistical Institutes and harmonised by Eurostat, using surveys “ICT usage of enterprises”, with reference years 2003 and 2004. This report contains...
Persistent link: https://www.econbiz.de/10015218728
We use the first three waves of the Millennium Cohort Study (MCS), a longitudinal and representative UK survey, to explore the interrelationship between parental divorce, parental temporary separation and parental relationship quality on cognitive abilities and psychological dimensions of the...
Persistent link: https://www.econbiz.de/10015258391
We examine how couples'breadwinning patterns are classified and how they have changed over the past four decades during which we have seen increase in women's labor force participation. We explore how the latent variable of spousal breadwinning types is associated with the socioeconomic...
Persistent link: https://www.econbiz.de/10015262044
We propose a short review between two alternative ways of modeling stability and change of longitudinal data when time-fixed and time-varying covariates referred to the observed individuals are available. They both build on the foundation of the finite mixture models and are commonly applied in...
Persistent link: https://www.econbiz.de/10015252821
The statistically equivalent signature (SES) algorithm is a method for feature selection inspired by the principles of constrained-based learning of Bayesian Networks. Most of the currently available feature-selection methods return only a single subset of features, supposedly the one with the...
Persistent link: https://www.econbiz.de/10015252728
We demonstrate the use of a multidimensional extension of the latent Markov model to analyse data from studies with repeated binary responses in developmental psychology. In particular, we consider an experiment based on a battery of tests which was administered to pre-school children, at three...
Persistent link: https://www.econbiz.de/10009433627