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A Multivariate Extension of the Dynamic Logit Model for Longitudinal Data Based on a Latent Markov Heterogeneity Structure

Citations

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Cited by:

  1. Xinyuan Song & Yemao Xia & Hongtu Zhu, 2017. "Hidden Markov latent variable models with multivariate longitudinal data," Biometrics, The International Biometric Society, vol. 73(1), pages 313-323, March.
  2. Francesco Dotto & Alessio Farcomeni & Maria Grazia Pittau & Roberto Zelli, 2019. "A dynamic inhomogeneous latent state model for measuring material deprivation," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 182(2), pages 495-516, February.
  3. Franco Peracchi & Claudio Rossetti, 2022. "A nonlinear dynamic factor model of health and medical treatment," Health Economics, John Wiley & Sons, Ltd., vol. 31(6), pages 1046-1066, June.
  4. Francesco Bartolucci & Alessio Farcomeni, 2015. "A discrete time event-history approach to informative drop-out in mixed latent Markov models with covariates," Biometrics, The International Biometric Society, vol. 71(1), pages 80-89, March.
  5. Mauro Laudicella & Paolo Li Donni, 2022. "The dynamic interdependence in the demand of primary and emergency secondary care: A hidden Markov approach," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 37(3), pages 521-536, April.
  6. Bartolucci, Francesco & Nigro, Valentina, 2012. "Pseudo conditional maximum likelihood estimation of the dynamic logit model for binary panel data," Journal of Econometrics, Elsevier, vol. 170(1), pages 102-116.
  7. Gordon Anderson & Alessio Farcomeni & Maria Grazia Pittau & Roberto Zelli, 2019. "Rectangular latent Markov models for time‐specific clustering, with an analysis of the wellbeing of nations," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 68(3), pages 603-621, April.
  8. Xia, Ye-Mao & Tang, Nian-Sheng & Gou, Jian-Wei, 2016. "Generalized linear latent models for multivariate longitudinal measurements mixed with hidden Markov models," Journal of Multivariate Analysis, Elsevier, vol. 152(C), pages 259-275.
  9. Bartolucci, Francesco & Montanari, Giorgio E. & Pandolfi, Silvia, 2015. "Three-step estimation of latent Markov models with covariates," Computational Statistics & Data Analysis, Elsevier, vol. 83(C), pages 287-301.
  10. Mohammad Arshad Rahman & Angela Vossmeyer, 2019. "Estimation and Applications of Quantile Regression for Binary Longitudinal Data," Advances in Econometrics, in: Topics in Identification, Limited Dependent Variables, Partial Observability, Experimentation, and Flexible Modeling: Part B, volume 40, pages 157-191, Emerald Group Publishing Limited.
  11. Kévin Beaubrun-Diant & Tristan-Pierre Maury, 2011. "Assessing the Interaction between Real Estate and Equity in Households Portfolio Choice," Working Papers halshs-00635582, HAL.
  12. Tata Subba Rao & Granville Tunnicliffe Wilson & Wei Gao & Wicher Bergsma & Qiwei Yao, 2017. "Estimation for Dynamic and Static Panel Probit Models with Large Individual Effects," Journal of Time Series Analysis, Wiley Blackwell, vol. 38(2), pages 266-284, March.
  13. F. Bartolucci & A. Farcomeni & F. Pennoni, 2014. "Latent Markov models: a review of a general framework for the analysis of longitudinal data with covariates," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 23(3), pages 433-465, September.
  14. Mark, Tanya & Lemon, Katherine N. & Vandenbosch, Mark & Bulla, Jan & Maruotti, Antonello, 2013. "Capturing the Evolution of Customer–Firm Relationships: How Customers Become More (or Less) Valuable Over Time," Journal of Retailing, Elsevier, vol. 89(3), pages 231-245.
  15. De Angelis Luca & Viroli Cinzia, 2017. "A Markov-switching regression model with non-Gaussian innovations: estimation and testing," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 21(2), pages 1-22, April.
  16. Silvia Bianconcini, 2014. "Comments on: Latent Markov models: a review of a general framework for the analysis of longitudinal data with covariates," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 23(3), pages 466-468, September.
  17. Alessio Farcomeni, 2015. "Latent class recapture models with flexible behavioural response," Statistica, Department of Statistics, University of Bologna, vol. 75(1), pages 5-17.
  18. Joan Gil & Paolo Li Donni & Eugenio Zucchelli, 2019. "Uncontrolled diabetes and health care utilisation: A bivariate latent Markov model approach," Health Economics, John Wiley & Sons, Ltd., vol. 28(11), pages 1262-1276, November.
  19. Leopoldo Catania & Roberto Di Mari & Paolo Santucci de Magistris, 2019. "Dynamic discrete mixtures for high frequency prices," Discussion Papers 19/05, University of Nottingham, Granger Centre for Time Series Econometrics.
  20. Francesco Bartolucci & Valentina Nigro & Claudia Pigini, 2018. "Testing for state dependence in binary panel data with individual covariates by a modified quadratic exponential model," Econometric Reviews, Taylor & Francis Journals, vol. 37(1), pages 61-88, January.
  21. David Aristei & Silvia Bacci & Francesco Bartolucci & Silvia Pandolfi, 2021. "A bivariate finite mixture growth model with selection," Advances in Data Analysis and Classification, Springer;German Classification Society - Gesellschaft für Klassifikation (GfKl);Japanese Classification Society (JCS);Classification and Data Analysis Group of the Italian Statistical Society (CLADAG);International Federation of Classification Societies (IFCS), vol. 15(3), pages 759-793, September.
  22. Bernardi, Mauro & Maruotti, Antonello & Petrella, Lea, 2017. "Multiple risk measures for multivariate dynamic heavy–tailed models," Journal of Empirical Finance, Elsevier, vol. 43(C), pages 1-32.
  23. Michele Bavaro & Federico Tullio, 2023. "Intergenerational mobility measurement with latent transition matrices," The Journal of Economic Inequality, Springer;Society for the Study of Economic Inequality, vol. 21(1), pages 25-45, March.
  24. Stephane Gregoir; & Tristan-Pierre Maury;, 2012. "On the impact of social housing on the labour position of disabled," Health, Econometrics and Data Group (HEDG) Working Papers 12/22, HEDG, c/o Department of Economics, University of York.
  25. Bartolucci, Francesco & Nigro, Valentina & Pigini, Claudia, 2013. "Testing for state dependence in binary panel data with individual covariates," MPRA Paper 48233, University Library of Munich, Germany.
  26. Liu, Hefei & Song, Xinyuan & Zhang, Baoxue, 2022. "Varying-coefficient hidden Markov models with zero-effect regions," Computational Statistics & Data Analysis, Elsevier, vol. 173(C).
  27. Bartolucci, Francesco & Lupparelli, Monia, 2012. "Nested hidden Markov chains for modeling dynamic unobserved heterogeneity in multilevel longitudinal data," MPRA Paper 40588, University Library of Munich, Germany.
  28. Alessio Farcomeni, 2015. "Generalized Linear Mixed Models Based on Latent Markov Heterogeneity Structures," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 42(4), pages 1127-1135, December.
  29. repec:dau:papers:123456789/7331 is not listed on IDEAS
  30. Erik Biørn & Hild-Marte Bjørnsen, 2015. "What motivates farm couples to seek off-farm labour? A logit analysis of job transitions," European Review of Agricultural Economics, Oxford University Press and the European Agricultural and Applied Economics Publications Foundation, vol. 42(2), pages 339-365.
  31. Maruotti, Antonello & Punzo, Antonio, 2017. "Model-based time-varying clustering of multivariate longitudinal data with covariates and outliers," Computational Statistics & Data Analysis, Elsevier, vol. 113(C), pages 475-496.
  32. Maruotti, Antonello & Petrella, Lea & Sposito, Luca, 2021. "Hidden semi-Markov-switching quantile regression for time series," Computational Statistics & Data Analysis, Elsevier, vol. 159(C).
  33. Antonello Maruotti, 2015. "Handling non-ignorable dropouts in longitudinal data: a conditional model based on a latent Markov heterogeneity structure," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 24(1), pages 84-109, March.
  34. Bartolucci, Francesco & Belotti, Federico & Peracchi, Franco, 2015. "Testing for time-invariant unobserved heterogeneity in generalized linear models for panel data," Journal of Econometrics, Elsevier, vol. 184(1), pages 111-123.
  35. Catania, Leopoldo & Di Mari, Roberto, 2021. "Hierarchical Markov-switching models for multivariate integer-valued time-series," Journal of Econometrics, Elsevier, vol. 221(1), pages 118-137.
  36. Francesco Bartolucci & Alessio Farcomeni, 2010. "A note on the mixture transition distribution and hidden Markov models," Journal of Time Series Analysis, Wiley Blackwell, vol. 31(2), pages 132-138, March.
  37. Francesco Bartolucci & Alessio Farcomeni, 2022. "A hidden Markov space–time model for mapping the dynamics of global access to food," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 185(1), pages 246-266, January.
  38. Li Donni, Paolo, 2019. "The unobserved pattern of material hardship and health among older Americans," Journal of Health Economics, Elsevier, vol. 65(C), pages 31-42.
  39. Antonio Punzo & Salvatore Ingrassia & Antonello Maruotti, 2021. "Multivariate hidden Markov regression models: random covariates and heavy-tailed distributions," Statistical Papers, Springer, vol. 62(3), pages 1519-1555, June.
  40. Etienne C^ome & Marie Cottrell & Patrice Gaubert, 2015. "Analysis of Professional Trajectories using Disconnected Self-Organizing Maps," Papers 1507.00578, arXiv.org.
  41. Edward Ip & Qiang Zhang & Jack Rejeski & Tammy Harris & Stephen Kritchevsky, 2013. "Partially Ordered Mixed Hidden Markov Model for the Disablement Process of Older Adults," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 108(502), pages 370-384, June.
  42. Gordon Anderson & Alessio Farcomeni & Grazia Pittau & Roberto Zelli, 2017. "Rectangular latent Markov models for time-specific clustering," Working Papers tecipa-589, University of Toronto, Department of Economics.
  43. Geir D. Berentsen & Jan Bulla & Antonello Maruotti & Bård Støve, 2022. "Modelling clusters of corporate defaults: Regime‐switching models significantly reduce the contagion source," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 71(3), pages 698-722, June.
  44. E. Beaubrun-Diant, Kevin. & Maury, Tristan-Pierre, 2016. "Home tenure, stock market participation, and composition of the household portfolio," Journal of Housing Economics, Elsevier, vol. 32(C), pages 1-17.
  45. Francesco Bartolucci & Fulvia Pennoni & Giorgio Vittadini, 2016. "Causal Latent Markov Model for the Comparison of Multiple Treatments in Observational Longitudinal Studies," Journal of Educational and Behavioral Statistics, , vol. 41(2), pages 146-179, April.
  46. Francesco Bartolucci & Silvia Bacci & Fulvia Pennoni, 2014. "Longitudinal analysis of self-reported health status by mixture latent auto-regressive models," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 63(2), pages 267-288, February.
  47. Luca Merlo & Lea Petrella & Nikos Tzavidis, 2022. "Quantile mixed hidden Markov models for multivariate longitudinal data: An application to children's Strengths and Difficulties Questionnaire scores," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 71(2), pages 417-448, March.
  48. Francesco Lagona & Antonello Maruotti & Fabio Padovano, 2015. "Multilevel multivariate modelling of legislative count data, with a hidden Markov chain," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 178(3), pages 705-723, June.
  49. Stéphane Gregoir & Tristan‐Pierre Maury, 2013. "The Impact Of Social Housing On The Labour Market Status Of The Disabled," Health Economics, John Wiley & Sons, Ltd., vol. 22(9), pages 1124-1138, September.
  50. Vana-Gür, Laura, 2024. "Multivariate ordinal regression for multiple repeated measurements," Computational Statistics & Data Analysis, Elsevier, vol. 199(C).
  51. Antonello Maruotti & Antonio Punzo, 2021. "Initialization of Hidden Markov and Semi‐Markov Models: A Critical Evaluation of Several Strategies," International Statistical Review, International Statistical Institute, vol. 89(3), pages 447-480, December.
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