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A family of repeated measurements models

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  • J. K. Lindsey

    (Biostatistics, Limburgs Universitair Centrum)

Abstract

A general family of multivariate distributions for repeated measures can be obtained by applying the Laplace transform of a gamma distribution to the integrated intensity function of any continuous distribution on the positive real line. Both clustering and serial dependence can be handled. The response variable may be counts, durations between events, or any continuous positive-valued measurements.

Suggested Citation

  • J. K. Lindsey, 2001. "A family of repeated measurements models," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 10(1), pages 3-9, January.
  • Handle: RePEc:spr:stmapp:v:10:y:2001:i:1:d:10.1007_bf02511635
    DOI: 10.1007/BF02511635
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    References listed on IDEAS

    as
    1. Harvey, Andrew C & Fernandes, C, 1989. "Time Series Models for Count or Qualitative Observations," Journal of Business & Economic Statistics, American Statistical Association, vol. 7(4), pages 407-417, October.
    2. Harvey, Andrew C & Fernandes, C, 1989. "Time Series Models for Count or Qualitative Observations: Reply," Journal of Business & Economic Statistics, American Statistical Association, vol. 7(4), pages 422-422, October.
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