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We provide a comprehensive overview of latent Markov (LM) models for the analysis of longitudinal categorical data. The main assumption behind these models is that the response variables are conditionally independent given a latent process…

Statistics Theory · Mathematics 2010-03-16 F. Bartolucci , A. Farcomeni , F. Pennoni

We propose an inferential approach for maximum likelihood estimation of the hidden Markov models for continuous responses. We extend to the case of longitudinal observations the finite mixture model of multivariate Gaussian distributions…

Methodology · Statistics 2021-07-01 Silvia Pandolfi , Francesco Bartolucci , Fulvia Pennoni

We illustrate a class of conditional models for the analysis of longitudinal data suffering attrition in random effects models framework, where the subject-specific random effects are assumed to be discrete and to follow a time-dependent…

Methodology · Statistics 2014-04-28 Antonello Maruotti

Joint models initially dedicated to a single longitudinal marker and a single time-to-event need to be extended to account for the rich longitudinal data of cohort studies. Multiple causes of clinical progression are indeed usually…

Applications · Statistics 2016-01-26 Cécile Proust-Lima , Jean-François Dartigues , Hélène Jacqmin-Gadda

In health cohort studies, repeated measures of markers are often used to describe the natural history of a disease. Joint models allow to study their evolution by taking into account the possible informative dropout usually due to clinical…

This paper introduces a new parsimonious structure for mixture of autoregressive models. the weighting coefficients are determined through latent random variables, following a hidden Markov model. We propose a dynamic programming algorithm…

Statistics Theory · Mathematics 2011-05-12 S. H. Alizadeh , S. Rezakhah

We compare different selection criteria to choose the number of latent states of a multivariate latent Markov model for longitudinal data. This model is based on an underlying Markov chain to represent the evolution of a latent…

Methodology · Statistics 2012-12-04 Silvia Bacci , Silvia Pandolfi , Fulvia Pennoni

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…

Computation · Statistics 2015-01-20 Francesco Bartolucci , Alessio Farcomeni , Silvia Pandolfi , Fulvia Pennoni

Time series of matrix-valued data are increasingly available in various areas including economics, finance, social science, among others. These data may shed light on the inter-dynamical relationships between two sets of attributes, for…

Methodology · Statistics 2026-04-22 Fei Wu , Kung-Sik Chan

In the context of multilevel longitudinal data, where sample units are collected in clusters, an important aspect that should be accounted for is the unobserved heterogeneity between sample units and between clusters. For this aim we…

Statistics Theory · Mathematics 2012-08-10 F. Bartolucci , M. Lupparelli

Linear quantile regression models aim at providing a detailed and robust picture of the (conditional) response distribution as function of a set of observed covariates. Longitudinal data represent an interesting field of application of such…

Methodology · Statistics 2015-07-30 Maria Francesca Marino , Nikos Tzavidis , Marco Alfo'

In a variety of applications involving longitudinal or repeated-measurements data, it is desired to uncover natural groupings or clusters which exist among study subjects. Motivated by the need to recover longitudinal trajectories of…

Methodology · Statistics 2015-01-27 Nicholas C. Henderson , Paul J. Rathouz

We propose a Bayesian inference approach for a class of latent Markov models. These models are widely used for the analysis of longitudinal categorical data, when the interest is in studying the evolution of an individual unobservable…

Methodology · Statistics 2011-01-05 Francesco Bartolucci , Silvia Pandolfi

Commonly used methods to analyze incomplete longitudinal clinical trial data include complete case analysis (CC) and last observation carried forward (LOCF). However, such methods rest on strong assumptions, including missing completely at…

Statistics Theory · Mathematics 2007-06-13 Ivy Jansen , Caroline Beunckens , Geert Molenberghs , Geert Verbeke , Craig Mallinckrodt

Continuous-time multistate models are widely used for analyzing interval-censored data on disease progression over time. Sometimes, diseases manifest differently and what appears to be a coherent collection of symptoms is the expression of…

Methodology · Statistics 2024-10-08 Yidan Shi , Leilei Zeng , Mary E. Thompson , Suzanne L. Tyas

Regularized regression models are well studied and, under appropriate conditions, offer fast and statistically interpretable results. However, large data in many applications are heterogeneous in the sense of harboring distributional…

Methodology · Statistics 2022-10-25 Konstantinos Perrakis , Thomas Lartigue , Frank Dondelinger , Sach Mukherjee

Performance evaluation of nursing homes is usually accomplished by the repeated administration of questionnaires aimed at measuring the health status of the patients during their period of residence in the nursing home. We illustrate how a…

Applications · Statistics 2009-08-18 Francesco Bartolucci , Monia Lupparelli , Giorgio E. Montanari

Joint models for a wide class of response variables and longitudinal measurements consist on a mixed-effects model to fit longitudinal trajectories whose random effects enter as covariates in a generalized linear model for the primary…

Methodology · Statistics 2014-07-03 Rolando De la Cruz , Cristian Meza , Ana Arribas-Gil , Raymond J. Carroll

This report introduces a parsimonious structure for mixture of autoregressive models, where the weighting coefficients are determined through latent random variables as functions of all past observations. These variables follow a hidden…

Statistics Theory · Mathematics 2011-05-17 S. H. Alizadeh , S. Rezakhah

Health economic evaluations based on patient-level data collected alongside clinical trials~(e.g. health related quality of life and resource use measures) are an important component of the process which informs resource allocation…

Applications · Statistics 2020-05-25 Andrea Gabrio , Rachael Hunter , Alexina J. Mason , Gianluca Baio
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