[Forum SIS] Avviso di seminario :: Farcomeni a DSS (Scienze Statistiche, Sapienza)

[Pierpaolo Brutti]

-----------------------------------------------------------------------------
 A v v i s o   d i   S e m i n a r i o
-----------------------------------------------------------------------------
Venerdì 17 Gennaio, ore 11am
-----------------------------------------------------------------------------

Stanza 34
Dipartimento di Scienze Statistiche
Sapienza Università di Roma

ALESSIO FARCOMENI
(Dip. Sanità Pubblica e Malattie Infettive, Sapienza Università di Roma)

terrà un seminario dal titolo

GENERALIZED LINEAR MIXED MODELS BASED ON LATENT MARKOV
HETEROGENEITY STRUCTURES

tutti gli interessati sono invitati a partecipare.

-----------------------------------------------------------------------------

Maggiori informazioni sui seminari presso il DSS sono
consultabili a quest'indirizzo: http://goo.gl/Y6OQYm

Saluti

Pierpaolo Brutti - Fulvio De Santis

---

Summary

Latent Markov models (LM) can be seen as a flexible device for taking
into account time-varying subject-specific unobserved heterogeneity.
In the basic LM, a random intercept is flexibly allowed to evolve over
time. The available formulations of mixed LM often assume that any
additional random effect is time-constant, with few specific
exceptions. In this work we formulate a mixed latent Markov model in
which all random effects may freely evolve over time. The size of the
parameter space is controlled with the possibilities of assuming block
independence of random effects, and/or that  groups of random effects
may share some or all aspects of their distribution. Parameter
estimation is carried out with a simple expectation maximization
strategy, analogous to that used for the basic latent Markov model,
after an adaptation of the usual forward backward recursions and a
parsimonious representation of the expected complete likelihood.
Standard errors are derived using Oakes' identity. Dependence among
random effects is summarized using Watanabe's total correlation and
described with log-odds ratios and higher-order log-linear
interactions.
We illustrate with an original application to the relationship between
health literacy and depression in a panel of adolescents. In this
example subjects are clustered in schools, which leads to
high-dimensional multivariate time-varying random effects.
-------------- next part --------------
A non-text attachment was scrubbed...
Name: alessio_farcomeni.pdf
Type: application/pdf
Size: 48808 bytes
Desc: not available
URL: <http://www.stat.unipg.it/pipermail/sis/attachments/20140113/e7c75204/attachment-0001.pdf>